UNetbootin? What does that mean…? It means in fact Universal Netboot Installer.

UNetbootin allows you to create bootable Live USB drives for Windows and other Linux distributions without burning a CD.

It runs on both Windows and Linux. You can either let UNetbootin download one of the many distributions supported out-of-the-box for you, or supply your own Windows or Linux .iso file if you’ve already downloaded one or your preferred distribution isn’t on the list.
Advantages of bootable USB sticks with UNetbootin.

There are some clear advantages of bootable USB flash drives over CDs/DVDs: Your notebook doesn’t have an optical drive or it’s broken… You can carry around a fully functional operating system on your keyring… Data can be stored on the flash drive while on Live CDs you can’t…

Most likely you will want to install a Linux distribution, or a Windows distribution you have the .iso file. A bootable USB drive can also come incredibly handy when you have to backup your broken computer, and there are a lot more scenarios. UNetbootin has built-in support for numerous distributions, including Ubuntu, Fedora, openSUSE, PCLinuxOS, Linux Mint, ArchLinux, Debian, CentOS, Frugalware, FreeBSD, NetBSD, and Parted Magic, though many other distributions can also be installed via an existing ISO or floppy/hard disk image file.