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It is easy to install Ubuntu on a USB device.

I can install Windows 7 on USB with the help of But how can I install both Windows and Linux on USB?

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It shouldn't be any problem to install windows and GNU/Linux on an external hdd. This should work in exactly the same way as installing to an internal hdd.

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But when you install windows 7, it allocate a new partition of disk. – worldterminator Mar 23 '13 at 1:58
I don't understand your sentence and what you mean by that, but to install Windows 7 and GNU/Linux in dual boot, install Windows 7 first (create an extra partition for GNU/Linux in the windows installer) and then install GNU/Linux to the other partition. If you forgot to create the second partition, use Gparted to shrink the windows 7 partition and use the free space to create a new partition to install GNU/Linux to. – FSMaxB Mar 23 '13 at 8:27

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