I did some checking to see if PCLinuxOS has an odd iso that doesn't play well with other software, but I was able to find at least one recent review of someone getting it to work with Linux Live USB Creator, so that doesn't seem to be the case. I guess there is the possibility, since PC Linux OS has so many different options, that one in particular craps out on a USB stick. I know that happened with an Ubuntu where one update like 12.04.1 or something would not work on a USB stick, but all the others would work due to some bug with file names getting cut off early.
It also sounds to me like the BIOS simply isn't pointing at the USB drive. Also, that particular tool won't make a non-UEFI iso into a UEFI USB drive. It relies on the iso itself to be UEFI I believe. If you have a new-ish computer and an old-ish iso, that may be your issue. I don't have an iso of PCLinuxOS, but I have one of Mageia (an extremely similar distro, both are forks of Mandriva), and it seems to have worked just fine with this tool. I don't know if it makes a difference, but I turned off the boot from windows option and the hide files on disk option. I also turned on the format to FAT32 option.