Um, try http://www.damnsmalllinux.org/talk/node/60
but I'm not sure that's what you want.
If you can boot the machine with the CD, then you're set: just plug the USB drive before booting, and DSL will recognize it, so you can mount it and use its space for a MyDSL partition (I'm guessing here).
IF what you want is a floppy or CD with the minimum info to boot the USB drive, then the second URL I posted should do the trick (he's using a Zip drive, but a USB drive should work as well).
(Puppy Linux) there's info about making a booting floppy to mount a USB drive, as well.