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Windows 8 Enterprise comes with a simple wizard for setting up Windows To Go USB sticks. All you need is a suitable memory stick — Microsoft recommends USB 3.0 — with plenty space, and access to a suitable install image file. Start by selecting the USB drive you intend to use.
Next you'll need to select the image you want to use. IT administrators can use tools like the Microsoft Deployment Toolkit to build the appropriate WIM format files, embedding apps and customising installation options — or you can just extract the install.wim from a Windows install DVD.
It's a good idea to ensure that Windows To Go USB drives are encrypted, as they're likely to contain sensitive documents (especially if they're in sync with a work PC). There's support for BitLocker, Microsoft's whole disk encryption technology, and you can enable it when you install Windows To Go.