As a fun project I tried to ThinApp Warcraft 3 to a USB stick because I wanted to play through the entire campaign again. It amazingly pulled everything together fine.
From a fresh XP SP 2 virtual machine, I ran setup/capture ... installed WC3, Frozen Throne Expansion, did the battle.net updates and finalized the package with fast compression to my USB hard Drive.
It packaged just fine the first time through, runs like a champ.
thought I'd pass a success story along __