How to install backtrack 5 onto a USB that doesn't mount with existing OS

Here's the specs. Sandisk Cruzer 4GB USB 2.0 Existing OS: Windows XP Professional SP3 Hardware: Intel Pentinium 4 Xeon Class (x86 F15 M2 S4) [1.8Ghz] IBM Thinkpad T-Series T30 So what I am wanting to do is, put backtrack onto the usb and run it like the usb was a hard drive. This way it doesn't affect the physical machine and doesn't erase the current OS. Is there a way of doing this?