unetbootin allows you to install Linux distros to USB drive or an hard disk partition.

These are the following distros supported by unetbootin.

Ubuntu

Fedora

Debian

Linux Mint

openSUSE

Arch Linux

Damn Small Linux

Puppy Linux

FreeBSD

NetBSD

PCLinuxOS

Gentoo

CentOS

Mandriva

etc...

These are the tools supported by unetbootin.

Partition Magic

Super Grub Disk

Backtrack

FreeDOS

etc...

Download unetbootin.