UNetbootin
UNetbootin is a tool, available on all 3 platforms i.e. Linux, MacOSX and Windows, that allows you to create Bootable Live USB drives, or you if you are short of USB flash-drives, you can go for the frugal-install on the hard-disk.
UNetbootin either makes use of ISO images of distributions present in your computer, and if in case you are short of them too, it downloads the respective image from the internet, and then uses it to burn to your DVD, or perform the _frugal-install, (i.e. _if by any chance you have to resort to that level.)