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Virus and Spyware cleanup
Prevention
General Utilities
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Install the utilities directly onto the flash drive. This may create an unusable Add/Remove entry on the PC where you install; either reinstall into C:\Program Files later, or use TweakUI to remove the bogus entry.
If you have space on the drive, keep both the setup package and the installed version. That way you can install a copy on other computers as well as run it directly from the drive. I installed the apps into Programs and kept the setup package in Download. Be sure to redownload/refresh often!
It's more hassle and less functional this way. You have to install the apps into a directory on your drive, then burn that to CD-R. Setup packages are almost mandatory when you use this approach. Many of the apps won't run directly from CD-R because they need to write files (e.g., update signature files). Install the apps to the target system, or copy the files without install. Be sure to redownload/refresh/reburn often!
Not all systems support booting from USB devices, usually it will only be very new ones. The BIOS support determines if you can boot from USB, and often the name of feature is not very clear. You may find it labeled something like "alternate floppy" or some such unrelated name. Make sure that device is at the top of the boot order. All of this depends on your BIOS so it's not possible to give specific instructions. You may find more information in a Google for bootable USB.
If your BIOS does support USB boot, you can format a bootable USB key with this HP utility. (That URL seems fragile, if it doesn't work try this Google for HP SP27213.) Remember that formatting the USB key will destroy all the data on it!