I ran into the same problem, and after a little troubleshooting, here is my solution:
1) Use the build system:
{ "cmd": ["\\Portable Python 2.7.6.1\\App\\python.exe", "-u", "$file"], "file_regex": "^[ ]*File \"(...*?)\", line ([0-9]*)", "selector": "source.python"}
This assembly will open your program in Python Portable. Instead of specifying a drive letter, the use of "\" will follow the path relative to the root of the current drive.
2) At the end of the code, add the following line to prevent forced closure:
os.system("pause")
Also, be sure to import the os module:
import os
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