download the latest syslinux zipfile from here: http://www.kernel.org/pub/linux/utils/boot/syslinux/
unzip the zipfile
open a command prompt, and go to the directory where you unzipped syslinux
run syslinux.exe (not syslinux.com), and give it the drive letter of your USB drive, thusly: syslinux.exe_X:
or syslinux.exe e: etc.
You should now have a file called "ldlinux.sys" in the root of the filesystem.
Syslinux is now installed, and you should be ready to boot with it
Also, in order to create a bootable Linux floppy using SYSLINUX, prepare a normal MS-DOS formatted floppy. Copy one or more Linux kernel files to it, then execute the DOS command:
syslinux [-s] a:
SYSLINUX can boot from a FAT12 or FAT16 filesystem partition on a hard disk. The installation procedure is identical to the procedure for installing it on a floppy, and should work under either DOS or Linux.