Hi! Don't found this method in forum, but found it pretty good. Hope it will be usefull for somebody.
All we needed are: runing PCLinuxOS (installed or LiveCD), any iso of pclos and USB flash-drive. Now I have runing pclinuxos-e17, iso pclinuxos-openbox-mini and Transcend v30 2Gb flash drive.
Lets begin. Open your terminal:
1. And go where your iso is:`cd /location/of/your.iso
2. next time type `isohybrid your.iso`
3. insert your flash-drive and login as root `su`.
4. type `fdisk -l` and found your flash-drive device like /dev/sdX1.
5.next type `dd if=your.iso of=/dev/sdX` (!) not /dev/sdX1!
6. waiting for some time when it finished and run cfdisk `cfdisk /dev/sdX`.
7. Select a Free Space and create new partition, then save changes and ru `mkfs.vfat (or ext2) /dev/sdX2`.
8. Now you can reboot and enjoy your new LiveUSB with PCLinuxOS onboard.
9. Don't forgot setup your BIOS boot for USB as first.
Used link: http://syslinux.zytor.com/wiki/index.php/Doc/isolinux#HYBRID_CD-ROM.2FHARD_DISK_MODE
And some screebshots:
Thats all! Enjoy!