Unetbootin (Universal Netboot Installer) is a piece of software for creating live Linux USB disk's.
It comes with a range of preselected distro's all of which are regularly updated with the latest release. The following list is not the full list of Linux distro's but here are a few:
Anyway you get the idea. In this instance we are going to burn Ubuntu to the USB disk.
Step 1: Download and Install Unetbootin.
It works for both Linux and Windows, in this instance I am using Windows Vista. After you have got to the homepage, click and install either the linux or windows installer (Windows XP and Vista users click the windows button).
Click run to start the install.
Step 2: Format USB Disk
The open up a command window(in XP it's Start -> Run -> CMD. In Vista it's Start (windows icon) -> All programs -> Accesories -> Command Window) and type format
It will then ask you to insert a disk. If you haven't already done so, then do it, else press enter. Go through the motions and when it is done leave it in.
Step 3: Start Unetbootin and Burn the Distro to the Disk
As you can see from the screenshot, it also allows you to download and burn legacy versions of various distro's, the Ubuntu one goes all the way back to 6.06 the previous LTS install.
And that is pretty much it, once you have selected the distro and version of choice it will download, it will install a small file to the disk (saving you having to use hacky code to make the install live bootable) and start to download the files from the net.
All you simple have to do now is wait for the install to finish.
If you are unsure about how to boot from USB, there are a few guides on the net, it's quite a simple thing to do, it's changeable in the BIOS settings.
If you have any questions or comments please feel free to contact me.