A bootable USB drive can run a mainstream Linux distribution such as Debian GNU/Linux, and can be secured, personalised, upgraded, and otherwise modified to suit your needs.
Read about it at linux.com
To try setting up a bootable USB drive, you need a computer with an Internet connection, an optical drive to boot from, and a free USB 2.0 port, to which the external USB drive should be connected. We shall employ the standard install procedure for the testing version of Debian, a.k.a. Lenny, with some minor tweaks in order make the system “live.”