Hi,
I just noticed on the Wireshark download page that there is a U3 package available. For those of you who don't know what U3 is it's basically a system for running self-contained software packages from a USB memory stick. Very handy for keeping your favourite tools in your pocket.

I just tried out the package and unfortunately it's not as self-contained as you'd hope. You still need to install WinPcap on the computer it's running on which means you'll need admin privileges. The WinPcap installer runs when you first launch Wireshark irrespective of whether it is already installed or not but there after Wireshark launches normally.

Jimbob