Debian Wiki: BootUsb 

http://wiki.debian.org/BootUsb

USB pendrive location and mount 

Most USB pendrives are located at device node /dev/sda after they are plugged into the USB port.

However, you can verify this location by typing this command inside a terminal window:

dmesg | grep scsi -A 3

and it should tell you the device name for your USB (SCSI emulated) devices, along with the vendor name.

If you cannot find it, you have to load the USBStorage module. In a terminal, type:

modprobe usb-storage

and mount the usb filesystems

mount -t usb-devfs none /proc/bus/usb

Partitioning the USB key 

The resulting partition table will look something like this:

Device       Boot      Start         End      Blocks        Id     System
 /dev/sda1   *           1              3730     1014544    6      FAT16

Now enter mkdosfs /dev/sda1 at the prompt to create a FAT16 filesystem, because otherwise the installation steps described under 'Unburned using DSL' later on won't work.

Unburned using DamnSmallLinux 

download the ISO file and copy its contents into the USB pendrive.

To install DamnSmallLinux download the ISO image and as root user go the directory with the dsl-*.iso file and type the following:

mkdir dsl_temp
mkdir dsl_usb
mount -o loop dsl-*.iso dsl_temp
cp -a dsl_temp/* dsl_usb
cd dsl_usb
mv boot/isolinux/* ./
rm -Rf boot
mv isolinux.bin syslinux.bin
mv isolinux.cfg syslinux.cfg
cd ..
mkdir usb_pen
mount -t vfat /dev/sda1 usb_pen
cp -a dsl_usb/* usb_pen
umount usb_pen
umount dsl_temp
syslinux /dev/sda1

More additional links 

Preparing Files for USB Memory Stick Booting
http://d-i.alioth.debian.org/manual/en.powerpc/ch04s04.html

but use zcat boot.img > /dev/sda1 ; if the stick doesn't boot, cat mbr.bin > /dev/sda

Prepare/Format the USB flash drive
http://wiki.debian.org/BootUsb2