Found these instructions here. Some day it might be a good idea to make a script that does this.

• find dev of USB stick
  • lsblk
• make sure it isn't mounted
  • sudo umount /dev/sdX
• partition it
  • sudo parted /dev/sdX
  • (parted) mklabel msdos
  • (parted) mkpart primary ntfs 1 -1
  • (parted) set 1 boot on
  • (parted) quit
• make sure ntfs tools are installed
  • sudo apt-get install ntfs-3g
• format it
  • sudo mkfs.ntfs -f /dev/sdX1
• install tools required to build ms-sys
  • sudo apt-get install gcc make gettext
• download ms-sys source
• untar, cd to it, and install
  • tar xvzf ms-sys-2.6.0.tar.gz
  • cd ms-sys-2.6.0
  • make
  • sudo make install
• write MBR to USB stick
  • sudo ms-sys -7 /dev/sdX
• write EBR to USB stick
  • sudo ms-sys -n /dev/sdX1
• mount the USB stick
  • sudo mkdir -p /mnt/usb
  • sudo mount /dev/sdX1 /mnt/usb
• mount the CD/DVD
  • sudo mkdir -p /mnt/iso
  • sudo mount -o loop /path/to/windows/iso.iso /mnt/iso
• copy the files from the ISO to the stick
  • sudo cp -av /mnt/iso/* /mnt/usb/
• unmount the stick and ISO
  • sudo umount /mnt/usb
  • sudo umount /mnt/iso