Here’s how you can make FileZilla work off a USB flash drive in Mac OS X.
First download the version of FileZilla for OS X, then extract it and you will then have a FileZilla.app file. Put this where you want it on your USB thumb drive.
Now right click FileZilla.app and pick Show Package Contents.
Copy docs/fzdefaults.xml.example into Contents/SharedSupport/ and rename to fzdefaults.xml
Now open fzdefaults.xml and change the line that says
<Setting name="Config Location">$SOMEDIR/filezilla/</Setting>
<Setting name="Config Location">.</Setting>
That will make it put any configuration files it uses in the same folder as that XML file in Contents/SharedSupport/
You can also delete everything in <Servers> in that file, otherwise they wont be deletable. It has an example for a “predefined” ftp server that can never be removed other than by deleting them in the XML file.