Me too. Just installed Sabayon Linux 5.0 to a 4 Gb pen drive using UNetbootin and it works brilliantly.
For anyone using Windows who is still unsure how to do it:
1. Surf over to the Web page http://unetbootin.sourceforge.net/
and download to your Windows Desktop the Windows version of UNetbootin.
2. Surf over to a Linux distribution's home page and download to your Desktop the ISO file for the latest version of the distribution. For example I downloaded the latest version of Sabayon Linux from the mirror site http://na.mirror.garr.it/mirrors/sabayonlinux/
(I clicked on the following link to download the ISO file of Sabayon Version 5 64-bit edition with the KDE desktop: http://na.mirror.garr.it/mirrors/sabayo ... md64_K.iso
3. Plug in a FAT32 4 Gb (or larger) pen drive to your PC, and double-click on UNetbootin on your Desktop to run it.
4. Select 'Disk Image' and click on '...' to select the ISO file on your Desktop. Make sure 'Type' says "USB Drive" and 'Drive' is the Windows drive letter of your pen drive. Then click on "OK".
5. It takes a while to install on the pen drive and then UNetbootin prompts you to reboot. Click on 'Reboot'. When your PC is rebooting, press F2, Del or whatever the command is on your PC to enter the BIOS configuration utility, and set the pen drive as the preferred drive to boot from. Then save and exit from the BIOS utility and let your PC boot from the pen drive.
You'll boot from your pen drive into a fully functional 'LiveDVD', except that it's not a DVD, it's a pen drive. Because it's not an optical drive, it runs as fast as installing Linux on your hard disk. And it has zero effect on your hard disk and Windows installation. You can still browse folders and read/write files on your Windows hard disk if you want, though.
The only limitation is that any changes you make to your Linux configuration (e.g. to change the default keyboard) are not saved when you shut down.
It's a great way to try out a Linux distribution quickly without needing to burn a CD/DVD, and with much faster response. You can find out if wireless works and so on.
I'm typing this now from Sabayon Linux 5.0 which I installed to my 4 Gb pen drive just now here in the office. It just took a few minutes to install to my pen drive once I had downloaded the ISO file to my Desktop. It's so easy to do, it's like falling off a log. Give it a try!