PE Builder v3 plugin
With this plugin you can get Vim on your live cd.
Shortcuts for nu2menu as well as Sherpya's XPE are provided with this plugin. The plugin also adds Vim in the send to menu of Windows Explorer, and an Edit with Vim option in the right-click context menu. You'll also get a few batch files to launch GVim straight from the command line; these files are put into the bin directory, which is in PATH by default at least with PE Builder 3.1.10a.
This plugin will take about 20 MB on the cd.