I'm sure I'm not the first to think of this, but I did decide to do it on my own, rather than Google it. Anyway, if you know a good USB key trick, I know I'm interested to hear it.
I decided I wanted to be able to take my IM with me wherever I went. This is how I'm doing it.
First, I picked a drive letter that is available both on my home and work machines. I picked "T:" for Trillian, although you can pick any drive letter you want. Next, I plugged in the USB key, and then went into drive management, and changed the drive letter to T:
Next, I installed Trillian to the key using the installer. I chose to make a "programs" folder, that will contain any programs I install to it, in order to keep separation between programs, and file storage.
Now, make 2 copies of proxy.ini in the trillian\users\default directory. For neatness, I made a "proxy" sub-dir, and put my copies, named home-proxy.ini and work-proxy.ini in there. The home version has no proxy info, the work version does. It's pretty simple to see how proxy.ini works, and edit it to fit your circumstances.
Next, a .bat file is created.
if "%1" == "-h" goto home
if "%1" == "-w" goto work
if not exist "%1" goto error
copy /y t:\programs\trillian\users\default\proxy\home-proxy.ini t:\programs\trillian\users\default\proxy.ini
copy /y t:\programs\trillian\users\default\proxy\work-proxy.ini t:\programs\trillian\users\default\proxy.ini
echo "Invalid or no option specified. Use -h or -w"
Obviously, you'll want to change paths and such to fit your setup.
Finally, change your shortcuts at home and work. Instead of "t:\programs\trillian\trillian.exe", you'll change it "t:\programs\trillian\trillian.bat -w" or "-h", depending on if it's your home or work machine you're on.
Now, when you plug in your key, and start Trillian using the shortcut, it will copy the correct proxy file to proxy.ini, and start Trillian.
Now, I've not yet tried pulling the key out with Trillian running. I'm assuming you probably have to remember to shut it down before pulling the key. Kinda defeats the ability to connect and disconnect it at random.
Now, I just need to figure out how to do this without a DOS window hanging out on the task bar.