If you are talking about the Lion thumb drive from Apple, it will not boot on a PC, only on a Mac.
You will need to make a Lion USB stick using UniBeast and the Lion Install App from the Mac App Store, which means you will need access to a real Mac or a hackintosh running Snow Leopard.
I used Unibeast and made it using a Snow Leopard installation. Once it made, you can use it for a clean install without any other OSX install partition.
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