More in this HEXUS.lifestyle.headline.Pendrivelinux.com has a tutorial showing how you can easily set up Linux to boot from a USB stick drive.
Links are provided to the only two downloads required (both free), one a suitable Mandriva-based Linux distribution.
Three things are needed in addition to a stick drive (which has to be off 512MB or larger). The first is an X86 PC that's able to boot from stick drives. The other items are those downloads.
One is a small (2MB) USB tool from HP that lets you reformat the stick drive as FAT or FAT 32, the other the full Linux installer weighing in at 306MB.
A nice little project for this weekend, maybe?