https://en.bitcoin.it/wiki/Securing_your_wallet#Locating_BitCoin_s_data_directory
Locate your data directory:
Start > Run
explorer %APPDATA%\Bitcoin
..then copy its contents (which includes wallet.dat) to the encrypted flash drive.
https://en.bitcoin.it/wiki/Securing_your_wallet#Windows
Then, like mewantsbitcoin said, either run from a commandline or make a shortcut with the contents:
bitcoin.exe -datadir=path_to_the_directory_on_your_flash_drive
https://en.bitcoin.it/wiki/Securing_your_wallet#Erasing_Plain_Text_Wallets
Then shred your wallet off your Windows hard drive.