Best option I would say is go with an external USB hard drive. You can run programs in windows without them needing to be in the registry, I know I have WoW running without being in the registry.
As for him saying you can't write anything, I'm guessing he means that once the system restarts the system is set back to it's default setting. I know about these as the computers at Baker College are set up this way. We have a 512MB network storage for anything we need to save (and don't have a flash drive).
If the network don't lock out all computers you could try getting a laptop, that will just run the game server. If the network doesn't have a problem with that computer being there you could do that, but then you run the problem of anyone finding out you can get in BIG trouble.
Installing A Game...
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