I just put puppy linux on a usb memory stick (less than 100Mb) using unetbootin-windows I can't believe how quick and easy it was, the hardest part was getting BIOS to boot from usb, it's also able to save settings for different computers.
unetbootin-windows has a selection of distros to choose from, I was after something small and easy to use, I tried damn small linux (50Mb) first, but quite frankly it's just too basic for me, don't get me wrong it does everything you'd expect from a 50mb distro they've even managed to put firefox on it
![Shocked :shock:](./images/smilies/icon_eek.gif)
Puppy linux will also prompt you to encrypt it when you shutdown, now I have linux in my pocket and I've still got about 900Mb free on my memory stick
![Cool 8)](./images/smilies/icon_cool.gif)