Coyote Linux, Firewall Distribution
by The Uni-Hacker on Apr.18, 2008, under Misc

It is available in both a single-floppy version and a more advanced version that installs to an IDE device such as a hard drive or compact flash module. Both versions are easily managed from a web based interface. This Linux distribution lets you create a firewall system from just a barebones. You can download flopyy disk versions, and CDROM versions. With some tweaking you could probably get this to work with USB.
You can download various tools for creating your own Coyote distribution, or you can download the ISO file.
http://coyotelinux.com/