Portable Shortcuts on Windows

Instead of using a shortcut you could create a batch file that uses a root relative path to the exe file.
e.g. for your example

@start "" "\Portable Applications\Program Data\CCleaner\ccleaner.exe"

The batch file should then work from anywhere on the USB drive, whatever the drive letter.

You can use mklink if on Vista or later to create symbolic links. They can be pointed to wherever you want. Alternatively a batch file as pointed out by pelms would work as well.

Ok thank you guys for your replies. Here is what I ended up doing for any interested. pelms idea to use a batch file is almost it. (A Very good idea, thank you pelms) What I did was just make an AutoIt script that runs the apps in directories below it. Then I just compiled it with an extracted .ico from each executable file so everything looked pretty. Thanks again John and pelmsd

Run ('Program Data\PDF X-Change\PDFXCview.exe')

That is all the script consists of. Thanks again guys, I have linked the two programs I used if anyone is interested

AutoIt

IcoFX