Download a copy of this to do your surfing with it runs in ram so when you shut your computer down everything is gone, it will also run on a computer without a hard drive. All documentation is on the homepage. I run Linux exclusively but I still use this little distro to do a lot of surfing with!
http://distrowatch.com/table.php?distribution=puppy
You might also want to try this one of the most useful tools ever made. Look for this on the dowload page it will burn a copy to disc for you: Trinity Rescue Kit 3.4 (executable, self burning from Windows only format):
Mark