Sorry to ask again the USB which am suppose to burn the OS should be an empty USB flash drive or hard drive right? or it can just be any USB that is not read only ?
Since the USB disk needs to be formatted, you have to create a copy of any data you have on it before you use it for Linux. You would also need at least a 4GB disk for most Linux systems.
A portable hard disk would work too but again the data on it would be lost.