I have a number of versions of Linux pre-installed on Compact Flash...
I revisited this to check booting from USB. I had a USB pen drive prepared by LiLi (LinuxLive USB Creator) with Tiny Core 4.0 on it. Initially it was ignored, but I discovered that the BIOS boot option needed to be USB-ZIP for some reason. (I didn't think this pen drive is in USB-ZIP format). As you can set three boot devices in the BIOS I would suggest a good option would be:
Anyway, having sorted this out, Tiny Core 4.0 boots and runs quite happily as did Puppy 5.3 - but, as usual, Puppy takes a lot longer to boot than Tiny Core.