And if you need an operating system on stick here is how you install backtrack 4 r2 on usb stick

Download backtrack R2

Download UNebootin

format the stick

diskpart
list disk
select disk 1
clean
format fs=FAT32 quick
assign
select disk 1
clean
create partition primary
select partition 1
active

run unebootin.

select disk image. select the destination usb drive. hit ok.

now change bios settings to boot from usb.

Enjoy.