Please see this video on installing Joomla on CD or thumb drive using CDBuilder from Stunnix Advanced Web Server.

Starting from version 5.1 of Stunnix Advanced Web Server, it's trivial to install and configure Joomla or any other CMS or script.

Installing Joomla 1.4.x and below requires additional efforts, here is a guide. But you can use approach shown in video for Joomla 1.5 and above and just update 'configuration-stunnix.php' as described in the guide for 1.4.x.