UNetbootin allows you to create bootable Live USB drives for Ubuntu, Fedora, and other Linux distributions without burning a CD. It runs on Windows, Linux, and Mac OS X. You can either let UNetbootin download one of the many distributions supported out-of-the-box for you, or supply your own Linux .iso file if you've already downloaded one or your preferred distribution isn't on the list.
UNetbootin can create a bootable Live USB drive, or it can make a "frugal install" on your local hard disk if you don't have a USB drive. It loads distributions either by downloading a ISO (CD image) files for you, or by using an ISO file you've already downloaded.