Running portable .exe's on the Mac

Back when I was playing around with Ubuntu Linux, I found that I was able to run most portable apps - including my PStart menu launcher - in Wine. With CrossOver Mac, I seem to be having some difficulty doing so; the program seems to want me to package apps before I can use them, which suggests to me that they only considered non-portable apps. Am I mistaken about this? Is there a way to run .exe's straight off my flash drive in CrossOver Mac, or is there an alternative product that is more "PnP" than CrossOver? Thanks.