First, the program 'UNetbootin' needs. You can get this here !
With this tool you can install different versions directly from a USB stick their various Linux distributions such as Debian, Ubuntu, Fedora, Suse, Arch, Gentoo, FreeBSD, Mandriva etc..
The best part is that you installed first, with this tool, makes the USB stick bootable and at the same time, the Linux distribution on this chosen! (Conveniently via pulldown menu).
Requirements:
- Microsoft Windows 2000/XP/Vista/7, or Linux.
- Internet connection
These steps must be completed:
- Start UNetbootin
- Select Distribution
- Select the version of the distribution
- Select ISO
Specify any custom kernel, initrd options -
- Plug it in and select USB stick
- Wait 
Have fun ... and create your Linux installation media.
