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I want to install persistent Ubuntu to my external USB HDD to be able to access my files and programs on any computer.

It's been discussed here, but I'd like a more complete guide as to how do I install a distro on HDD, create partitions (one of which would be visible in Windows), etc. I've heard that NTFS 4GB-file limitations affect it somehow. I'm not planning on having files bigger than 4GB, I do, however, plan to use more space than 4GB total.

Once I download distro, do I need to burn the CD or can I use virtual CD drive program instead?

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