1. get the Uniform Server package:

http://www.uniformserver.com/

download the zip archive and extract it on your usb stick. (Or better to a crypted truecrypt volume on your stick if you want to secure you data)

2. get Mediakwiki

http://www.mediawiki.org/wiki/Download

and extract Mediwaiki to diskw\www

3. install your wiki / blog software

for software with web installers, just point your browser to it:

e.g. http://localhost/wiki/config/index.php

using other software you might have to change the config file manually
DONE!
This is the quick and dirty version. You might want to change some details especially regarding the security settings!

A detailed guide is available here.