you would need 'syslinux' to do this, depending on your distribution you are using to create your bootable thumbdrive it might already be installed
a good start would be to take a knopix iso
mount it with mount -o loop knoppix.iso /mnt/knoppix (first create the directory /mnt/knoppix)
then mount your thumbdrive to say /mnt/thumbdrive
copy the contents of the knoppix iso to the thumbdrive (cp -rv /mnt/knoppix /mnt/thumbdrive)
rename the isolinux.cfg file to syslinux.iso
unmount the thumberive
as root (using su or sudo) run syslinux /dev/sda (where /dev/sda is the device node for your thumbdrive
also make sure to fdisk (again as root) your thumbdrive and set the partition to bootable
reboot your computer and make sure you tell it to boot from the thumbdrive and see if it works
