While Windows isn't designed to do this, there are many Linux distributions out there that are designed to boot from USB devices if you wanted to do it simply to boot an OS for testing purposes.
Many distributions will do this, but I know how to do this from Ubuntu so I will use that as an example. You'll want a minimum 1GB flash drive (or other USB-based drive) to do this.
BACK UP ANY DATA ON THE DRIVE BEFORE DOING THIS. It will be erased during the process.
1. Download and burn an Ubuntu CD (
http://www.ubuntu.com/download/ubuntu/download)
2. Boot the computer from that CD, run the Live version (runs from the CD without replacing any existing operating system on the hard drive).
3. Once booted, connect your USB device.
4. Go to System -> Administration -> Startup disk creator
5. Next, choose your USB device from "Disk to use". Erase the disk
(ALL DATA ON THE DEVICE WILL BE DELETED AT THIS POINT).
6. Choose the option you want for saving documents and settings (saved in specified reserved space or discarded on shutdown).
7. Click "Make startup disk", wait for the process to complete, and you now have a bootable USB device with Linux.