I suspect that you'll have better success with our own in-house tool, created by Just19. It's called PCLinuxOS LiveUSB Creator, and can be found in the PCLinuxOS repository. It will walk you through each and every step of creating the LiveUSB. You can put multiple ISOs on there, and you can choose whether or not you want to have persistence.
Also, you're likely to have better luck formatting your USB flash drive as ext2 or ext3. NOT ext4.
I hope this helps!