Ever wanted a /bin/mail equivalent for Windows just to send a quick email? Enter Qm. Qm is extremely small (~20KB) and fast, integrates easily with your web browser and Windows Explorer and best of all, it requires no installation! Therefore it can be combined with any portable applications that you choose to carry around on a USB stick.
Update 2010/04/15: Unfortunately, according to the web site Qm is no longer being maintained.