actually, you could use install a Linux to your USB stick and install a Windows virtual machine on that linux. If you install the character builder in that virtual machine you could boot into it where ever you are. (As long as the computers are able to boot from usb)
You could just create a windows virtual machine on windows, install the CB in the VM and put that upon your usb stick. If your friend has a virtual machine client you could boot it at his place too, without ever having to touch a linux
so, it is possible and actually not that hard to do, if you are willing to invest some time to get used to the concept of virtual machines. Oh, and the software involved is free.