You can get it (in torrent form) from the Security Torrent Depot at http://www.redsphereglobal.com:88/torrent.html?info_hash=77f31dbc8d641500530760e62f17d1a08e433b96 or you can get it from the below direct download site.
MD5 (HeX-i386-1.0.3-final-usb.img.gz) = 5fb1498b3437fada0b38602324d8f5e0
Usage instructions are simple:
dd if=/path/to/HeX-i386-1.0.3-final-usb.img of=/path/to/usbstick/device bs=1M
Look for the new HeX 2.0 to be out soon, all based on FreeBSD 7.0R!
Note that some usb sticks will be smaller than others (even if it's "2G") and that even if you write it and dd produces an error saying that not enough space is available... this is OK and your HeX LiveUSB will still work fine.