How to install Linux using USB flashdrive/Pendrive

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http://www.linuxquestions.org – Hi.. I'm new to linux. My Desktop is now with windows xp. My need is i want to install RHEL 5 and Windows 2008 server. Which one i have to install first linux or windows server?. If Linux, what steps i have to follow to install it using USB pendrive. I'm having RHEL iso image. how do i create/make my pendrive bootable.please tell stepwise without Unetbootin or other external tools. Regards Arunkumar (HowTos)