A few weeks ago I described how to create a bootable USB stick for Windows 7.
For Linux there is also a very good program that does the whole work for you: http://unetbootin.sourceforge.net/
After the start of UNetbootin you set a distribution and the preferred image. Then select the USB stick and the program loads the file from the web and creates the bootable stick.
It is important that the stick is formatted as FAT and not as NTFS. Otherwise, booting won't work.