This isn’t particularly hard but just thought I’d share it because my usual method of creating a GNU/Linux live USB using the program UNetbootin didn’t work with Kali Linux.
I used the GNU/Linux command dd.
My iso file was named kali-linux-1.0.8-i386.iso and it was in my home folder i.e. ~/ and my USB device name was /dev/sdf
This worked perfectly for me.