Those of you who need Firefox 3 on the go can now get a portable USB edition of the browser from PortableApps.com. The download lets you launch Firefox from your USB and lets you bring all your extensions and bookmarks with you while making sure that the computer you're using doesn't end up saving your info. The file is 8MB and free (though, as with all open source stuff, I'm sure the folks at PortableApps would love it if you threw them a few bucks). [Portable Apps]
Firefox by default on Windows store the settings in the local user profile directory (ie: C:\Documents and Settings\username\Application Data\Firefox), no matter where it is installed. If you open Firefox from another computer on your USB flash-drive, all your settings won't be available.
PortableApps provides an excellent portable out-of-the-box solution.