UNetbootin is a tool for installing live Linux iso files to your usb thumb drive, as is stated on their website at http://unetbootin.sourceforge.net:
"UNetbootin allows you to create bootable Live USB drives for Ubuntu, Fedora, and other Linux distributions without burning a CD.
It runs on Windows, Linux, and Mac OS X.
You can either let UNetbootin download one of the many distributions supported out-of-the-box for you, or supply your own Linux .iso file if you've already downloaded one or your preferred distribution isn't on the list."
I personally like to use it for my usb key, with something that already has flashplugin installed and is fairly rounded out, like Simply Mepis.
If you are interested in the program, you can download it here:
Or If you have a Linux distribution like Ubuntu, you can use a package manager, or from terminal you can install it via apt: (sudo apt-get install unetbootin).