Hi Darkflib!

I can't speak for the OP, but one of the advantages of running Linux from a usb stick (pen drive, thumb drive, I never know what to call those things...) is that you can configure it to automatically write changes to a "persistence" file, so that if you install new software, or make any other changes, they will still be there after you reboot.

You CAN do this with a CD based live distro, but it usually requires a manual step every time you boot. Also, less power consumption than a CDROM, and you don't have to wait for the cd to spin up every time you access something that's not already cached.