BSDanywhere is designed for running off CD, simply because most people have CD-ROM drives in servers as well as workstations.
While making a USB image would be quite simple, we deliberately do not want to offer one because it is out of our domain of providing a test and rescue platform only. A system running off a USB stick is much more comparable to a 'real' operating system like OpenBSD that has full write access to its local disk. Please consider getting OpenBSD and install it on a USB stick instead.
