Of course, you need to substitute USB_DEVICE for the path of your actual usb device. What that might be will depend on your system. Check carefully in order to not overwrite your harddisk! Note that you can do this step on other operating systems, too, if you happen to be more knowledgable than on Linux. There are numerous howtos on the web on how to put a live linux system image onto a USB stick, so just google for it.
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