You can find "live" CD and DVD images at OpenSolaris site: www.genunix.org/distributions/belenix_site. This OSolaris version is booted from CD/DVD drive and can be permanently installed on HD drive. Moreover You can find at this site suitable script for USB thumb preparation. However You should remember that the number of read/writes on USB thumb is limited (ca 400 and slightly more in more expensive versions).
Good luck.