There are lots of rumor about Linux, especially among those who doesn’t know about Linux. They claims that Linux doesn’t supports all of your hardware. So why not give it a try. But you’ll turn away if you have no alternative to install your Linux in your Hard Drive only. But look here, there are lots of Live CDs available for Linux, which runs directly from your Optical Disks. But Optical Disks are not much convenient place to store your data, as there is much chance of loosing it in just a single scratch and also that, they are slow, slower than USB Flash Drives.

I am going to describe you to test your Linux in your USB Flash Drive.

Creating a Xubuntu 9.10 Live USB Flash Drive in Windows

1. Download and run XU910p.exe, a Xu910p folder is created
2. Download the Xubuntu 9.10 torrent and use your favorite bittorent client to download the ISO
3. Copy the Xubuntu 9.10 ISO to the Xu910p folder on your PC
4. From the Xu910p folder, click Xu910.bat and follow the onscreen instructions
5. Once the script has finished, restart your PC and set your BIOS or Boot Menu to boot from the USB device, save your changes and reboot

If all went well, you should now be booting from your very own Xubuntu 9.10 Live USB with the option to save changes that you make back to the USB device and restore those changes on subsequent boots.

Another is Kubuntu

Kubuntu 9.10 Live USB Flash Drive Creation from Windows

1. Download and launch Ku9.10p.exe, extracting to your PC. A Ku910p folder is automatically created
2. Download the torrent and proceed to download Kubuntu 9.10 ISO using your favorite torrent client
3. Place the Kubuntu 9.10 ISO in the Ku910p folder on your computer
4. From the Ku910p folder on your PC, click Ku910.bat and follow the on screen instructions
5. Once the script has finished, restart your PC and set your BIOS or Boot Menu to boot from the USB device, save your changes and reboot

There are also other Linux OS which you can easily install in your portable drive either from your windows or from Linux itself. One of them is, DSL (Damn Small Linux).