btw1 can I save files myself to the stick too, or shouldn't this be done?
Yes, you can save files to the stick. You can save as many data files as you have space for. There will be some limitations to the changes that can be made to system and application program files. I would refer you to the HTML version of the article, but the screenshots are currently missing. Download
this pdf for written and visual instructions on creating a live USB from your running live CD.
If you are still running the live CD session, keep running it and do the following steps. Otherwise, reboot from the live CD and follow the steps.
1. Open Synaptic.
2. Install
PCLinuxOS-liveusb package. It has very few dependencies. Be sure you also install the dependencies.
3. If you want to have a memory test available on the USB stick, also install
memtest86+ package.
4. Close Synaptic.
5. Be sure your USB stick is already formatted in either ext2, ext3 or ext4 filesystem format.
6. Do not insert the USB stick yet. If it is already inserted, unmount it.
7. Start the PCLinuxOS LiveUSB Creator program. It will be in the main menu under More Applications > Configuration.
You should be able to follow the prompts using the downloaded pdf as a guide. However, the tutorial was written for installing from an iso file on a hard drive. When you get to the screen that asks whether to install from an iso file or from a live CD, choose the
Use the files from a Live Media option.

The next screen is not shown in the pdf. It will ask you to choose the livecd.sqfs file to use. It is in the root directory of the CD. Just select that file and you'll be on your way. It is important that the process of creating your live USB is not interrupted until it has completed. It may take some time. If I remember right, the live CD source is the quicker of the two.