Well, it's not about what you think.
Windows in your pocket is a massive step-by-step tutorial from Tom's Hardware explaining how to take a standard Windows XP and shrink it down to fit on your USB flash drive. You'll end up with a complete, bootable Win32 environment with network support, a graphical user interface and FAT/NTFS/CDFS filesystem support. I know what Linux fans might be thinking... "Knoppix does that" - but think about how cool it is to plug your USB drive in a random computer and generate blue screens everywhere.