sezerSlax on USB device or hard disk
In order to run Slax from USB device or from hard drive, you should download Slax as a ZIP archive. When downloaded, extract the ZIP archive directly to your disk's root directory. It will create a single folder /slax/ on your device. When done, one more step is required in order to make the drive bootable: navigate to /slax/boot/ directory on your USB device or hard disk and locate bootinst.bat file there. This file contains boot installer program, so just run it by double clicking at it, it will make all the necessary changes to your device's master boot record so your computer's BIOS could actually understand how to boot Slax from your disk.
Next follow the same procedure like if you were booting from CD - reboot your computer and choose to boot from the USB drive or hard disk in your computer's boot menu. Again, you may need to consult your BIOS documentation to find out how to boot an operating system on your computer from your desired device.