I'm running Ubuntu from a "Try Ubuntu" file that I downloaded to my USB stick and booted from. Can I mount that very USB stick and write to it while running Ubuntu from it? If so, how?

Edit to clarify: It's not important that settings of applications and such are saved; I'm just looking to save some specific data.

Another edit: I restarted and booted again. This time the USB stick is found (/dev/sdb1) but it is already mounted (read-only) to /cdrom, so I can't mount it again. A file called "README.diskdefines" on the USB stick says that it's Ubuntu 10.10 i386.