If your machine just refuses to boot from a USB device, you can fall back to the boot from CD option and then if you want your wesite data to be dynamic, you can store your website on you USB thumbdrive and just mount it once your machine is booted into DSL.

If your machine is so old that it won't boot from a CD either, then you can go to this page on the DSL wiki and it talks you through creating boot floppies. If your machine is this old, then you probably don't have USB support either so you may want to just install DSL to the hard drive to store your website. This isn't a very portable option, but I wanted to mention it for those of you with very old hardware.

As an extra, here and here are the couple of scripts we added to the cgi-bin directory on our web server as an example of how to add dynamic content to your website.