If you wanna run Linux any time, any place, any computer, try USB device. Here's what to do with popular distributions like Puppy Linux, Ubuntu, and Fedora, so you can boot up directly from your thumb drive:
Most of the time, Linux is run from either an installation on a hard drive or a live CD/DVD distribution. The first is fast, but not very portable; the second can be run anywhere you have a computer and a CD drive with boot access, but typically isn't very fast. Over the last few years, though, we've seen the emergence of something that combines the speed of a hard drive install with the convenience of a live CD: running Linux from a USB flash drive.