I have a WinUAE on my thumb drive (it has U3 btw, but has no relevance for this)
I have a folder on my thumb drive called "Amiga" wich has WinUAE in it and two folders for dh0 and dh1. (Workbench and Programs respectivly)
As for the config of WinUAE all the paths are usually something like "C:\Program Files\WinUAE\Roms\" so instead I just put "\Amiga\Roms\" this way when I run WinUAE off the thumb drive on a new computer I don't have to worry about what the drive letter of the thumb drive is. It's really great. Just plug in the thumb drive, run WinUAE, and double click on my default configuration and bam! there's Amiga OS 3.9. You can set you config for Full Screen or Windowed mode of course. It's pretty simple.
AmigaHeretic
