I’m not exactly sure what the distinction is between “ObjectARX 2010” and “ObjectARX 2010 package”. Nor am I sure how SharpDevelop compares with Visual Studio; I have only used VS.
Your situation sounds rather unique. Due to limitations on what can and can’t loaded on a work machine, you are forced to use a roving development setup (Probably a tricky process that does not benefit from well documented procedures). Once you sort this all out you may become the resident expert on multi-machine policy-IDE-AutoCAD 32/64bit version- setups.
Can you install ObjectARX_2010_Win_64_and_32Bit.exe on to the USB drive along side SharpDevelop? If so then setting the reference to point at USBDrive\ObjectARX 2010\inc may solve the issue rather nicely.