You'll have to format it using ntfs... if you install wine you can use rufus which gives the option. But again i don't know if your drive is too small...i don't know the current size of the iso, but that's compressed. On a usb thumbdrive i'm thinking 6 to 8 gigs. You may need a 16gb drive.
I don't know if unetbootin allows for choosing the fs, but that may be an alternative.