Works on: Windows, claims to work on Linux but I can't get it to work. YUMI (Your Universal Multiboot Installer) The Sourceforge page for this project can be found here. However, it is a much larger and better developed tool, and is actually a default program on some Linux flavors. It is simple and easy to use, and allows you to download from a drop-down list rather than browsing and downloading the software online (although you can do this as well, if you want). These are both Open Source tools that will allow for the extraction of the data onto the USB drive. You've got a bunch of options out there- here are my favorites based on the ones I've tried.
We will need some software to actually extract the operating system onto the flash drive. Above you can see the logo for UNetBootIn.