booting operating systems, such as linux live systems or Windows PE based installations (Windows Vista,7,8), from a USB Drive or Stick is a nice featured.
Unfortunately each writes it own boot code to the MBR (Master boot record). The boot code of Windows PE 2 and later loads \BOOTMGR, linux is usually loaded with \syslinux.
Well known linux installers like TUXBOOT, the Universal-USB-Installer or UNetBootin do updating the MBR by installing the syslinux bootloader.
To get the Windows PE MBR back without formating the stick, do the following steps.