There are endless flavors of "Linux on a stick," tasty downloadable versions of that OS which run from removable storage and let you take Linus' progeny for a spin without dedicating any of your partitions to the cause. There have been ways of making this work with Windows, too, but now Microsoft is getting into the game properly.
Windows 8: Portable Workspace allows you to run Windows from a USB device | WinRumors
Apparently it's in the leaked version that's around now, but I haven't tried it.
I think they should have it in other versions other than Enterprise though. Providing they keep the same naming scheme, them it should be in from Professional and up.