Hi George, welcome to the forums!
I recommend you download two things:
1) Unetbootin for Windows: http://unetbootin.sourceforge.net/
2) The CrunchBang .iso file: http://www.crunchbanglinux.org/wiki/downloads
Once both downloads are complete, run Unetbootin and follow their directions to copy the CrunchBang .iso to your USB drive. It's really easy!
You will be able to boot CrunchBang from the USB drive. However, it will run in "Live" mode, which means all updates, files, and settings will be lost each time you reboot. To create a "persistent" version of CrunchBang (one which saves your settings), you need to install Crunchbang to your computer's hard drive, or to a different USB drive.
Hope that makes sense, please ask if you have questions!