Listen! You need to set the AppData to the USB and download it to the USB too! You can use this program! www.schoolcrafter.weebly.com

Or check out my planetminecraft post on it!

Yo the easiest way to play Minecraft at school is as follows: Type in minecraft.net. Its blocked for gaming, copy the url it says is blocked and enter it in the url bar after deleting whats already there. Put an s after http, what this does is trick the computer into thinking the site is allowed. Now it works and you can login and play it online. When it says its blocked again just do the copy and paste add s thing again and you can play minecraft in school, if the computers are up to date.

My freind put Java And a Copy of Minecraft on a USB Drive why not try that

Proxy. Don't ask me how to get it to work with minecraft, but that;s what you need to do. I suck at explaining them, so I won't even try, but with a proxy, you will be able to get MC to connect to the school's internet.
Two things:
1)Hopefully someone who knows will comment back, if not, at least you have an idea of where to go, and
2)Proxy's are usually a temporary thing with the school's internet. The IT department usally finds them [proxys] and ensures they don't work for too long.