You must be kidding. Get a Zune and install Vista SP1. Walkmans are dead and so is Linux. You probably have an 8 track for sale (and a jethro tull tape to go with it). You can however install linux on some of the newer models of Hoover.
I've know a lot of people that have installed linux on their usb drives.
I have a walkman nwz-a818 and it shows up in "my computer" like a hard drive.
It doesn't have a letter though, but it's just like a hard drive and i can put any types of files onto it, make new folders and stuff.
So, is it possible to run linux on it?