You can also boot from CD-ROM. That very page says:
If you have an older machine or you just want things to immediately work without fussing with the BIOS, you can burn a "Boot Helper" CD using the .iso below. This will start the boot from the CD, then read files from the USB stick: http://people.sugarlabs.org/sdz/soas-boot.iso
It's interesting, but how many old machines can actually boot from USB?