No external cd-rom? UNetbootin allows you to 'Live use' or install Linux from an USB drive.
(Windows and Linux)
Bootproblems with your USB drive made by UNetbootin?
If you keep using USB drive as a "Live OS" (no installation): edit the "syslinux.cfg" on the USB drive and change the last line: 'pmedia=cd' to 'pmedia=usb'.