Version 2 is rumored to do what you want.
For version 1, if your computer has a USB port and can boot from it, the USB version of NASLite+ will boot from the USB key and also store it's config info on the key.
I wrote a post on how to put NASLite+ CD version onto the hard drive and boot off it. Click this link to go there.
http://www.serverelements.com/phpBB2/viewtopic.php?t=665&sid=65d08ba276ee7303759b1add6fabdfb8
This takes some time and a lot of effort to get it working but it gets rid of the requirement for a CD. You will still need a floppy to store the config info though.
So you either use the USB version or wait for version 2 if you don't want to have a floppy drive installed.