I am a fairly intermediate user of WIN XP and I am just now learning how to use Linux.

My question is this:
How can I customize my copy of Knoppix so that it boots/runs from my USB stick from within WIN XP (the Knoppix Kdesktop in a new window) and also boot the computer from the USB stick using Knoppix???

I don't want to install anything onto the host computer. I would prefer that the software/code I would need to execute this task reside on my USB stick. I have surfed the 'Net for various programs that allow me to use knoppix from within WIN XP (VirtualBox, Vmware Player, etc) but almost all of them require an install onto the host computer, which sucks because I want to take all of my stuff with me and not make edits to the host computer.

What would be the steps and software to accomplish this?