If you want to have certain features retained between reboots then you need to look at persistence.
This is what makes using a live image far more useful the most users, it allows you to keep your bookmarks and documents and to some degree install new programs that will be saved between boots. Persistence must be saved to a flash or hard drive so why not do away with the live cd and have have the USB load the iso image and automatically load the settings from the persistence file.
You'll need your live USB to install Mint on some of the other howto's on this site.
Form windows you need to download the ISO file of your choice form http://www.linuxmint.com/download.php
Then to write the iso to your flash drive download
From Linux Mint follow this supplement
For this tutorial we will use UNETBOOTIN
There is a good write up of persistence at what-is-persistent-linux