The M-word that's Linux's curse
Klaus Knopper is a great man. Who could argue with that? He brought into the Linux world the very thing that everyone uses and appreciates: the live session.
Live session is a way to run a Linux or BSD distribution from a CD or, more recently, from a DVD or USB drive. It makes you independent of the data on the hard disk — technically, the computer need have no hard drive at all.
Many GNU/Linux and even BSD distributions nowadays offer live versions. Most teams actually only produce a live image with an option to install. Very few still provide only the installation ISO image. Some still have separate live and install images, but usually the live disk can be used for installation as well.