There are many options with USB Flash drives now. Here is a tutorial on how to install Damn Small Linux on a Pen Drive. This is version 4.4.7, the newest version. Plugin your Pen Drive in to the USB slot. For DSL it is a great one to experiment with because you can use a small Pen Drive to work with. A 256 MB Pen Drive allows you a lot of space since the operating system is only 50 MB.
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