Download the Default image for the HP Mobile Thin Client - 2533t
Run the exe and when prompted - choose to create a bootable USB - select the correct drive corresponding to your USB Stick
When complete simply delete the *.ibr file in the root
Congratulations you now have a WinPE bootable USB Stick
Look under the IBRPE folder and there is a thinstate.cmd batch file that is called automatically by the Autoexec hidden in the boot.wim. At this point you can simply modify the thinstate.cmd to pause, and break out with a <CNTRL>+<C>, or you can start adding what you want.
So far I have added Process Explorer, a folder of imaging tools (RDeploy, Ghost and ImageX), a folder of Utilities, etc. I have also "plundered" my old PEBuilder folder for add ins that look useful - like PENETCFG?
Regedit, Notepad and Taskmgr work fine too… but I’m sure you can find loads of other things to add to it?