Copy+ requires the Visual C++ 6.0 runtimes - these are usually already installed on an up to date Windows system by Windows Update. I n fact, the standard Copy+ installation DOESN'T bother installing these, instead assuming they are already there. And no complaints so far!
It also requires 1 ActiveX component to implement the grid view of planner entries. If you haven't installed an application that uses it, then that will be missing. This needs to be installed and registered correctly (using regsrv32). A copy of MSFlxGrd.ocx (and the relevant registration call) is included in the installer.
If you are running Vista you need to run Copy+ as administrator to grant it direct access to the hardware. Although you can do this manually, the new installer sets a registry key to ensure it happens.
Probably the easiest way to add Copy+ to a memory stick and ensure that your PC has the above files already installed is to install Copy+ as usual and then copy the appropriate installation directory onto the USB stick. Finally uninstall Copy+.