UNetbootin - Install OS to bootable USB flash drive

http://unetbootin.sourceforge.net/
"UNetbootin allows you to create bootable Live USB drives for a variety of Linux distributions"

How to boot iso's on a bootable CD

http://www.magiciso.com/tutorials/miso-createmultibootcd.htm

Also give a look to a few utilities from LUBI
http://lubi.sourceforge.net/

And if you plan to install linux in windows and run it Natively (no Virtual machine) check Wubi
http://wubi-installer.org/