I'm new to the world of Linux and booting off USB drives. As you can tell by my name, I am Semi-Competent in computers.
When I booted for the first time, I saw the following message, which I assumed wasn't that big of a deal:
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A Windows filesystem (FAT, NTFS) or other non-posix compatible filesystem has been detected on your changes location. Your changes cannot be saved directly to the specified storage media with this setup. Please use the Porteus save file manager application to create a .dat container and use it for saving your changes after your next reboot.