Update (2013/12/01). Please check: Put Rescatux into an usb pendrive instead.
I have finally added the official documentation about how to put Rescatux into a usb.
As it is explained in instructions. These instructions wipe your pendrive / usb device. So you loose all of its contents. So make sure you backup anything important on them.
And I ask you to give us feedback about the windows instructions. Either in the mailing list, the forum, chat or even as a comment in this post. I suspect that the if you format it as FAT32 you do not need to delete all the partitions but I am not sure at all.
The non official documentation (probably using unetbootin or yumi) is still lacking. Let’s hope that I can add it in next week.
An special thanks goes to Shades85 and his trials/errors.