Specifically, I'm looking for a firewall. There's an open network connection that I'm trying to secure without installing apps on the local computers themselves. I have an anti-virus app via ClamWin but would really like a firewall to assist in securing the connection.
I don't think I've seen any (useful) windows firewalls that could work as a portable app. To work in Windows, a firewall needs to install itself into the (driver-level or better) guts of Windows. That requires an installation and reboot.