More feedback.
Porteus Linux appeared to be just what I needed. A portable Linux environment that I could use on various Windows machines without using their native OS. USB Stick appeared the best option as I could save settings to it.
Downloaded the ISO, read the Info Docs, and the FAQ.
Copied the two CD folders onto the Root of a 2Gb USB (FAT32) flash drive.
Ran the hta file.
Success !!
The only item that I had to read twice was the .dat container location, but that's because you Linux guys have some weird way of inputting directory structures on GUI's

All in all, 22 minutes from coming across the web site to booting into Porteus Linux 1.1 from a USB flash drive (and that includes 5 minutes messing with a CD). It also appears to manage my screen layout a whole lot better than Fedora 14 on a Dell laptop.
Nice mix - looking forward to 1.2 !
Cheers