You mean you want to load the entire program again by saving the program files onto a CD-R or something? This will most likely not work for many reasons. The program is linked to all kinds of different places in the registry so simply copying "C:\program files\myprogram" onto a disk and copying it back onto another computer will not work.
If you want to move "data files" related specfically to that program you can do that assuming you have that program installed somewhere else or find the disk. I.E. you no longer have outlook, but want to save your personal folder data...