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.