USB stick ?
I have made many a bootable/installables from USB (not Amithalon) but plenty of Linux and XP -
all you need is a 2gig pen drive and VWOM! done in 20 minutes =)
last one I made was Ubuntu 10.4 and its was a superfly dream - alas it was on a laptop with integrated ATI x1100 graphics and well.... lets just say ATI suck at supporting linux.