Free Download Manager is now able to create a portable version of itself when installed. When it does so, however, it does not create on executable file but an "install folder" of sorts.
What I have done done is install FDM 2.5 from [url]www.freedownloadmanager.org[/url] and all it's plugins under a clean XP (virtual machine). Then create the portable folder. Then make a single executable of that. All you have to do is double click my file and the folder is extracted to a temp location.
Note FDM portable is able to register itself with the browser on execution and unregisters when exited. So remember to actually exit the program when done using it.
Let me know if anything goes wrong with this. 'm using it right now and it works great!