I included a link to Bart's Preinstalled Environment
because it looks like a pretty good tool for sysadmins. The tom's hardware article says that you can load it onto a 256 meg USB drive, and boot into it that way.
This is a useful tool if you want to boot into a windows type environment from a CD or USB drive. (if you are a top secret guy using a public computer and you want no traces left behind).
Also check out portableapps.com