No external cd-rom? UNetbootin allows you to 'Live use' or install Linux from an USB drive.
http://unetbootin.sourceforge.net/
(Windows and Linux)
Bootproblems with your USB drive made by UNetbootin?
Try this:
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'.