Shoutbox

https://help.ubuntu.com/7.04/installation-guide/i...oot-usb-files.html
+
http://www.vmware.com/download/server/.

So basically.

1) Download the Ubuntu CD Image. Download VMWare Server (and register to get the licence key).
2) Install & Run VMWare. Create a new Virtual Machine (Call it Ubuntu or whatever, give it half of your systems memory - 64MB I believe)
3) On the Virtual Machine options page, change the CD Drive Properties from physical drive to virtual image, and then find the ISO.
4) Boot the VM, install Ubuntu
5) Make sure that you can access your USB Stick from the VM - you may have to play with the VM options, you can probably do this while it's still on.
6) Follow the instructions in the first link.