go to Opera Desktop Team - Opera 11.01 RC2
And download the installer , its the second Release candidate for Opera 11.01 so should be stable.
When u run the installer select options then change the install path to somewhere else like your desktop, make a new folder & install to that ,change Install for from "All users on this computer " to standalone installation (USB)
The USB version does not write anything to your registry everything is contained inside the folder so to uninstall it just delete the folder.
Use opera link to sync your bookmarks & verify that the sort by my order is working.
The only limitation of the USB option i can think of is that you cannot make it your default browser, it makes it very easy to back everything up.
I used to use the the registry cleaner in System Mechanic years ago but because it was too aggressive it deleted too much & I had to reinstall Windows .
I use CCleaner nowadays , never had a problem with it. I also use Comodo System Cleaner which does a more thorough job & has never given me problems.