You Really should, for so many reasons.
I Recommend FF2 Portable ala PortableApps.
I say FF2 and not FF3 because FF3 Crashed on every other site I went to & broke/removed many features I enjoyed from the previous version; it was more trouble than it was worth for me to stick with FF3, But I just went back to FF2, Found some Awesome Plugins, and all is Still Well. I might Give FF4 a Whirl When it comes out, but If FF 'upgrade' track record is any indication, I may just stick with FF2; It ain't that broke, so no need to fix.
But, I'm pretty sure that it has a similar ability; you'll just have to jump through a couple of hoops to find your way to it.