Instead of running it on an OS that may already be infected, backdoored, keylogged or screenshotted by a virus or trojan horse you've already got, I would recommend running a liveCD and generating the key there. That way there is no chance of an eavesdropper intercepting the key, and it will not be written to the hard drive accidentally even as memory page file. See the last link in my signature.
but make sure that the liveCD is not infected by anybody..
also look at the random generator of the liveCD.. make sure that you get good random numbers.
you see a loot too look at to get a secure paper wallet.
and then, make sure if you print the wallet, that the printer is not infected or store the printed files. (some printer do this)