I don't want to copy the .iso to the usb key and boot it up to install, I want to install GhostBSD inside the usb key and be able to plug it in any computer and be able to access my files, it's kinda like creating a persistance, but I want to install the entire distro inside the usb key.

Did you guys understand what I meant?

If I do understand you what to installed the OS on the USB key to like you can install GhsotBSD one HHD or SSD?

It sounds exactly like you want to have a copy of GhostBSD,on a usb, with persistence. That's what persistence is: having a usb with a copy of the operating system, along with a usable memory partition that you can use to save configuration changes such as wallpaper, bookmarks, etc., and also keep documents, music, videos, and other files on, as well. If I misunderstood the question, please re-phrase it, so that we can better understand it.

There are many installers out there that you can use to create a persistent Live USB system. The one i use is Muilt-i-system.
You can check the process here: http://liveusb.info/dotclear/index.php?pages/install

I just dd'd the iso file. Works fine, have installed from it many times.