The Process described by Igor and CharlesB Works to me, since IDE's like NetBeans and Eclipse permit specify the location of the JDK, even software like Apache Tomcat (the ZIP Distribution) use BASH - FILES to set it up (then specify the JDK location using relatives URI).
I Have a USB-HardDisk With NetBeans, Eclipse, Apache Tomcat working with a JDK in "portable mode".
I Had a way to extract a copy of the JDK from the installers files: Install it, Copy it in other place and then uninstall it. A dirty way to extract it, but was successfull.
The place to put EXTRA - LIBS was: %PLACE_WHERE_JDK_ARE%\jre\lib\ext