Limitations of a No-Install C# Application?

I'm using SharpDevelop to create a WinForm-based C# application. After studying my target audience, I believe it is in my best interest to use a no-install application. While creating my HelloWorld! program to get to know SharpDevelop (I have just switched from VBExpress), I found that the file it outputs is a .exe without any setup process. However, I'm worried that some of the features I want won't be compatible with this format. I don't want to get deep into this app and find out users are going to have to keep the program in the same directory as 548 other random files.

Here are the features I'm concerned about:

+Save user data (XML) in AppData.

+Access int开发者_JAVA百科ernet feeds (XML and/or JSON).

+Minimize to tray on close.

Also, are there any common pitfalls with this type of deployment method?

EDIT: I understand the enduser will need the .NET framwork for C# programs. I am not worried about this.

It will execute with the same privileges.

The only thing you will want to look out for is making sure the end user has the correct .NET framework installed since you don't have an installer to do that for you. But now reading the end of your message it appears you already have that covered.

If you are concerned about the deployment technique you can test it on a non-dev machine, though the results should be the exact same.