The team at Damn Small Linux has made it easy to create a bootable Linux USB disk and netliving.com shows us how to do it
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To start you will need to download a copy of DSL to your PC. A link to the DSL web site is provided at the bottom of this article. The disk image will be 50 MB in size. Create the Live CD with your favorite disk burning application. Now boot your PC from the newly created Live CD.