If you would have read OpenTTD's readme carefully you would have noticed that it is very well possible to create a portable version of OpenTTD from the standard download from the OpenTTD website. There is no need to download it from the portable apps website.
Im not a coding nerd and I havn't actually downloaded the files because I was slightly confused and due to administration rights.
I downloaded it from portable apps site because i seen it there before and I trust them enough to know it would work.
In the information area it says it was published by "OpenTTD Team." So I figured "they have a portable version on the site" witch I could not find so my instinct was to go on the forums and ask.
I solved the problem buy doing everything manually.
Thank god for wikipedia and youtube.