Well creating bootable USB device is now no big matter.Even you need not to be a nerd.Very good and easy to use applications are available for this.

For Windows user:

A. Creating various Linux Live Distro on USB memory sticks:

You can use either Unetbootin or Universal USB Installer. Both the program are very easy to use and self explanatory.

You can download Unetbootin from here. And download Universal Usb Installer from here.

B. Creating various Windows Installer on USB memory sticks:

Here is the good news for windows users who want to install various windows distribution from USB memory stick. A very nice and easy to use applications called wintoflash is available freely.

For Linux user also unetbootin is available.