Boot from memory stick - Source other than a floppy?

All my PC's are capable of booting from USB memory sticks. If I format the
stick using HP's Disk Storage Format Tool, and provide a bootable DOS floppy
to the tool, my sticks boot into DOS fine.

Unfortunately, several of the programs that I use are on bootable CD's.

I'd like to have some kind of boot menu on my memory stick, to choose an
image to boot from. Is this doable?