Don't see any problem here.
The OP's link appears to be transferring a bootable Linux from a hard disk to a USB flash drive and that is a lot of work for what it worth because many Linux can be directly installed from an iso in a hard disk or in a CD to a flash drive. One can even put
several bootable Linux iso onto one flash drive, including DSL if you want. My link is for advance Linux user. Newbie to Linux better off concentrating their attention below.
r11ckp's request can be fullfilled any time without going through the above lengthy process and use the as-provided DSL distro.
(1) Just use Windows to download a DSL iso
(2) Burn it into a bootable CD
(3) Boot up DSL because it is a Live CD but installable. Any Linux Live CD can run on a CD without being installed into a hard disk. DSL is one of the 100s around.
(4) Plug in a USB flash drive
(5) Use DSL's installer to install DSL onto the Flash drive.
(6) Amend DSL's boot loader Grub so that the flash drive appears as the 1st boot disk (Windows in an internal disk would have been detected as the first boot disk by DSL and the flash drive would have to be installed in the 2nd disk. e.g edit menu.lst to change "root (hd1,0)" to "root (hd0,0)")
(7) Power down, remove CD, tell the Bios the flash drive is the 1st boot disk and DSL will boot and work in the flash drive leaving the existing Windows untouched.
I believe DSl just need a fat partition in the flash drive for installation.
The step (6) can be totally avoided if the user temporarily disconnects the Windows disk so the the flash drive is detected and installed as the first bootable disk.