I get an error that the root filesystem cannot be located and it jumps to the shell.
What distro are you trying to boot into? and what boot loader it uses?
It appears that you have only created a bootable usb-pen and when it boots it finds no boot loader serving to no-kernel: nein, kein, null.
1. To make a usb-pen (or a cd or any medium) bootable with syslinux is one thing;
2. To use one boot loader from another is another;
3. To make the boot loader point to an installed kernel (operating system, as whole) is another thing too.
As the post is wanting these data hardly can anyone say more to help you. Be sure first, that the pendrive has an installed distro, Centro, Debian, Slackware, whatever, and has anointed a boot loader to serve it.
Hope this helps.