Installing GNUPG on a USB Flash drive

[daveb]

I'm looking to install GNUPG on a 512 meg USB Flash drive. Since I
bounce around between OS's on a daily basis (I use Mac, XP and Linux
on a regular basis), I thought it would be a great if I could just
plug it in, navigate via the command line and go. I did a bit of
looking around and have noticed that others have done this. What I'm
looking for is links to possibly a tutorial or any instructions. I'm
mainly an end-user, so this is unfamiliar territory. I understand that
I'll be needing to partition the Flash drive for the different OS's.
Anyway, has anyone done this, or at least installed for one particular
OS? Any info pointing me in the right direction is greatly
appreciated. Thanks.