After having googled a bit I've found the solution, easier then expected also for someone that doesn't have any Linux knowledge. If you're working in a Windows environment and you want to build lifeUSB directions on this site ( http://gparted.sourceforge.net/liveusb.php ) should be amended in this way:
Steps 1), 2) and 3) remain the same
4)Download last zipped version of syslinux from here http://www.kernel.org/pub/linux/utils/boot/syslinux/ and unzip it in a directory of your HD (let's say c:\syslinux)
5)go to start -> run and type cmd.exe
6)go to c:\syslinux\win32 and execute the command:
syslinux -s f: (if F is where your USB penn is)
done
PS I still havent understood how I can see my disks using the file manager included in the liveUsb. If someone with Linux knowledge would like to help me is more than welcome !