Spelunky Portable is a mod that allows Spelunky save data to be stored in a file directory instead of the registry, meaning that you don't lose your progress when you transfer your game folder or run the game from a USB drive on a different computer.
Spelunky Portable plays just like the original, but some v1.1 bugs/annoyances are fixed.
Manually editing the registryEdit
In the .9x tree, state data is stored in the registry. This state data includes which minigames and shortcuts have been opened, and the other high score data, but does not include the game settings that are configured on the very first screen. The state data is stored in the registry using Game Maker's default high-score mechanism, which is designed to allow game authors to store the top ten high scores for a game.
To save the state information, export the "834524" key under Game Maker:
[HKEY_CURRENT_USER\Software\Game Maker\Scores\834524] "Rank1"="[a whole buncha letters]" [HKEY_CURRENT_USER\Software\Game Maker\Scores\834524] "Rank2"="[a whole buncha letters]" [HKEY_CURRENT_USER\Software\Game Maker\Scores\834524] "Rank3"="[a whole buncha letters]" etc...
...and import them into the target computer. There are some automated tools that can do this. Derek has discussed the idea of storing the data in a file, which would be a much better solution, but as of version 1.1 this had not been implemented.