Azrael360: There isn't a problem with the installers in the first place... (-_-). And it isn't hard to make "portable" an installed game. Just a very basic knowledge.
There is a problem. First, it doesn't work on just any computer. You need admin privilege access, otherwise, it just won't install.
Secondly, there is no easy way to make the install portable, unless the GOG installer clearly SHOWS what it's doing (which should be the default behaviour, especially for such clunky self-installers), or all the files are clearly accessible from the start through an archive, not an encrypted .exe container.
This might sound whiny to some self-righteous snobs out there, but I paid for softwares that I already owned on CD before. Why do I have to resort to getting back to my old CDs in order to get a hold of the files I purchased again? Why do I have to resort to downloading cracks in order to make the applications portable? I think it's a legitimate request.
I'm not even complaining. I'm asking for improvements in GOG's ways of doing things, as I care and wish to see them succeed.