[link|http://www.theregister.co.uk/2005/05/07/live_cd_paradise/|The Register]:
In other words, these are bootable Linux CDs (although many contain Windows tools, as you'll see) that give you a wealth of security tools in one convenient package.

There are lots of these security-focused Live CDs out there. You can find an excellent enumeration at [link|http://www.frozentech.com/content/livecd.php|The LiveCD List] - just use the filter that interests you, and you'll find something.