that depends on the bios. some if you go into the boot order will have usb device as a choice. some motherboard will also have a boot menu that you can select what you want to boot from. So just poke around in your bios.
The biggest problem may be to get it formatted correctly. Idealy you have a Win98 box sitting around that you can use to format your USB media. Only then will any BIOS recognize it as a boot device. You can easly test your BIOS for USB boot support buy plugging in a USB floppy or a USB HD or a USB CDROM. If these (any one) work, then you BIOS can boot from a USB dongle if it is formatted properly. The BIOS doesn't actually care what the media is (HD, CDROM, Pen, CF Card, Floppy) as long as it recognizes the format. Everything else is handled by the USB hub. So, getting the proper format (and thus usually Win98) is the key.
Damn Small Linux has a bootable pendrive available, though if you don't want to buy another, you can download DSL and find the booter they use... it's mentioned on the page about the bootable tumbdrive.