We’ll assume for a minute that your PC will support booting from a USB HDD. That being the case, it’s as simple as installing Linux on the thumb drive, and setting up the boot manager to be installed on the USB drive as well. I’ve got a system doing exactly this at home.
Well, I probably did it wrong. I booted up from the Ubuntu cd and from there I installed Ubuntu on my 16GB thumb drive then tried to boot from the thumb drive using F12 boot menu. I have a Gigabyte motherboard. Sadly nothing happened. just blank scree with a hyphen on the top left.
Should I have prepared the thumb drive in some way before installing Ubuntu on it?