I had to get an old PC to boot from USB to install Linux on it (it's an old machine on which Linux will run better than Windows.
The machine has no CD drive and does not boot natively from USB.
I used a program called Plop Boot Manager (runs from a bootable floppy) to make the machine boot from the USB.
The bootable USB stick was prepared from an ISO CD image of the OS I wanted - I used UNetBootIn to write the ISO to the USB device
http://en.wikipedia.org/wiki/UNetbootin
For a Windows installation, you can't just download an ISO file though, but you can make one from an existing CD, using something like DeepBurner or CDBurnerXP