Being biased I suggest you use the PCLOS LiveUSB Creator.
It will give you a choice of sources ..... the LiveCD itself or an ISO on your HDD.
Be aware you need to create at least one partition on the USB stick in Linux format ... ext2, ext3 or ext 4 recommended.
You could for instance create that partition towards the end of the USB stick, and retain a Win partition for sharing data.
I have never been able to get my PCL system to work again since the KDE upgrade a few weeks ago so I have given up and wish to reinstall PCL to "/".
Why not? ..... will the reason influence installing from USB also?