You can install the StarMessage diary program on a USB drive, and the diary (the program and the contents of the diary) will be actually stored inside the USB.
But note: the program shortcut in the "start menu" will be pointing to a removable device that its drive letter changes when you connect to another computer.
Make sure that the drive letter stays the same when you connect your USB to different computers.
Otherwise, you have to start the program manually from the folder where it is installed on the USB drive, instead of using the start menu shortcut.
Use windows explorer to go to the folder (on the USB) where you installed the program and start StarDiary.exe
Your diary file(s) will be there on the USB drive also.
We are planning of making a U3 and "portable applications" compatible diary program version soon.