It’s possible to create a USB pen drive that you can use as a boot device. This can be useful when you have a Windows computer that refuses to boot correctly, or when a system is infected with malicious software that you’re unable to remove from Windows.
I prefer to use the Ultimate Boot CD for Windows (UBCD4WIN) for this purpose, it includes a Windows XP PE environment with lots of useful system utilities and applications. You can find out more information about UBCD4WIN at their website
Here are some links that cover the process of using UBCD4WIN to create a bootable USB drive in detail: