Basically what I want to do is have a portable drive with several security tools for windows available. I only use linux on my machines though, so I was hoping there would be a way to install a program on whatever drive from linux that can be launched on windows?

you may try to install portable apps onto that drive and probably there are others, but usually installation will write into registry and you will not be able to handle that.

The problem with many windows apps is that you need admin level access usually to some files. Installers install a program to many places and almost always registry. It is possible to run a .reg file that adds in lines to registry and you can then sometimes fool apps into being on some other location.

The best way is to use John's Portable Apps methods for using an installer and in some cases compression to create portable apps. Most of the topics have been covered at Portableapps.com and maybe see portablefreeware.com. Not all of them are full portable.