I decided to take it right from the basics so in this post and video I have downloaded and installed backtrack 4 R2.
This is a live install, which means if you make ANY changes, once you reboot they will be lost.
For those who don't know what Backtrack is, it's a custom distribution of Linux with the primary intention of penetration testing, exploiting and so on.
Found here http://www.backtrack-linux.org/
Please enjoy the video linked below any feedback would be fantastic and very useful.
Live install of BT4R2 to USB
P.S. Thanks to my friend Heliocentric who is providing the tunes.