1.First copy the iso file of the linux version you want to install on to your hard drive.
2.Download unetbootin from http://unetbootin.sourceforge.net/
3.Then double click the unetbootin file.
4.This will open up a small window, select disk image and browse to the image on your hard drive and click ok.
5.You bootable pen drive should be ready in 5 to 10 minutes