The simplest approach is to download the DVD .iso, burn it to a blank DVD, and then reboot your computer, telling it to boot from the DVD drive.
The USB thumb drive approach has more steps to create, but can be faster as well as allowing you to save changes between reboots.
Two ham radio oriented builds that have been mentioned:
- KB1OIQ - Andy's Ham Radio Linux (Ubuntu remastered for ham radio)
- Chirp Live:
Both are based on Ubuntu Linux and include software such as FLdigi and Chirp.
If you are interested in trying them, I think there are better tutorials available if you google "ubuntu live" than the instructions that accompany the two ham specific packages mentioned above.