To create a bootable USB drive, you can use tools like "UNetbootin" or "Startup Disk Creator" to create a startup disk. Then, just download the ISO image of the operating system which will be the basis of your distribution (like Ubuntu 10.04 LTS)

[Note]Remark

Startup disk creator is a basic tool of Ubuntu distribution

More informations on Startup Disk Creator and UNETBootin utilisations here.