Some distributions have a option to do this from the live CD, but you still have to first boot from that downloaded iso file.....
Here is a simple flexible solution:
http://unetbootin.sourceforge.net/
Just follow then instructions.
Beside this:
UNetbootin can also be used to load various system utilities, including:
- Parted Magic, a partition manager that can resize, repair, backup, and restore partitions.
- SystemRescueCD, a system repair, backup and recovery tool.
- Super Grub Disk, a boot utility that can restore and repair overwritten and misconfigured GRUB installs or directly boot various operating systems
- Dr.Web Antivirus, F-Secure Rescue CD, and Kaspersky Rescue Disk, which remove malware from Windows installs.
- Backtrack, a utility used for network analysis and penetration testing.
- Ophcrack, a utility which can recover Windows passwords.
- NTPasswd, a utility which can reset Windows passwords and edit the registry.
- Gujin, a graphical bootloader that can also be used to boot various operating systems and media.
- Smart Boot Manager (SBM), which can boot off CD-ROM and floppy drives on computers with a faulty BIOS.
- FreeDOS, which can run BIOS flash and other legacy DOS utilities.
