A portable version of Vegas Pro 9 is typically a repackaged version of the software created by third-party "release groups." It takes the core .EXE files, DLLs, and codecs required to run the program and bundles them into a compressed folder.
You must copy the following folders to your portable directory: sony vegas pro 9 portable
For those looking to run Vegas Pro 9 today (perhaps on older hardware), here is what was typically recommended: Sony Vegas Pro 9 Portable: A Comprehensive Review