Make a bootable USB disk

I have three USB disks. Yesterday, I thought I can make a bootable USB disk and finally I chose the PNY attache 1 GB.

The problem is I don't know how to make a bootable USB disk. I searched the PNY site, found nothing.

I did a lot of research. One site is bootdisk.com.
The real cool tool is HP Drive Key Boot Utility.
This tool is made for HP's usb disk, but it is also working on other brand USB disks.

I tried it in my PNY attache disk. It is so quick to make a bootable disk without any reboot.