Making a bootable USB drive for a Linux box is rather easy with UNetbootin, check it out...

Just make a quick note: the reason for slow internet connections with Ubuntu box is nothing but the DNS configuration: check openDNS right-bottom corner, i.e.: 208.67.222.222 and 208.67.220.220. Replace the Ubuntu default configurations, i.e. 192.168.1.1, with these two IPs, that's it. BTW. if you know your ISP's DNSs, then use those IPs instead. :-)