You may or may not have read my post several months ago regarding multiboot pen test USB setup
Multiboot USB
Taking it a step further .ronin from hackfromacave has created an all in one, "portable boot security suite".
Katana comes pre-loaded with the following distros:
- Backtrack 4 pre
- the Ultimate Boot CD
- Organizational Systems Wireless Auditor (OSWA) Assistiant
- the Ultimate Boot CD for Windows
- Got Root? Slax
- Ophcrack Live
- Damn Small Linux
- Damn Vulnerable Linux
The major caveat is that you will need a USB key with at leat 8gigs of free space
If you have the room (and need to boot Window$) you can install
UBCD4Win