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Assuming that the LiveCD was properly installed, the most likely guess is that you have to do something to your computer's BIOS settings to get it to boot from the USB drive. Usually there's a way to enter setup when you boot--depending upon the computer, there might even be something like boot menu or boot order showing up on the screen when you turn on the computer. Usually you have to hit a key, this depends upon the manufacture--it can be F1, F2, F12, Del, etc.
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