Puppy Linux is a small (28-72M), yet fully featured Linux distribution. It will easily install on a mini-cd or USB key.
The following are the steps needed.

1. Download puppy linux from ftp://ibiblio.org/pub/linux/distributions/puppylinux/
2. Write the iso on a CD and boot from that CD
3. Insert a USB flash disk into your PC.
4. Verify the device name, for example: /dev/sdf.
5. Open a console and type: mkdosfs /dev/sdf (note: if you use the wrong device it will destroy your disk.)
6. Press “Menu” on the lower left corner, then go to setup and select Puppy Universal Installer.
7. Choose the usb flash disk and select “the whole device”. Make the selection to get files from the CDRom.
8. Press “enter” to confirm that you want to create the disk.
9. Once it is done, press enter and remove the USB flash disk.

If a computer has the ability to boot from USB, you can go into the boot device selection and now you can boot from your portable Puppy linux system and write changes back, rather than booting from a CDRom while being unable to write changes.