What about a pen drive (USB)? you could install Linux that way, Although you will have to go through the Command line to this, if using Linux. You also have to use command Line in windows to get this to happen.
More tutorials can be found here:
Boot and run Linux from a USB flash memory stick | USB Pen Drive Linux
DSL USB in Windows
USB **** Small Linux install | USB Pen Drive Linux
DSL USB in Linux:
USB **** Small Linux install | USB Pen Drive Linux
Puppy on USB:
USB Puppy Linux Install | USB Pen Drive Linux
Xubuntu on USB (in Linux)
USB Xubuntu 8.04 Persistent install from Linux | USB Pen Drive Linux
the only issue with the Pendrive install is the fact that not all machines are able to boot from USB
if it has a floppy drive, maybe try a floppy distro
Linux Links - The Linux Portal: Distributions/Floppy