A "bootable" drive just contains a (hidden) pointer that tells the BIOS "go load this files", and the files loaded at boot are just that, files.
So in most cases, anything that makes a bootable pendrive will allow you to place other files along for the ride, and they won't be touched. Yumi
multiboot USB creator is what I use. You can put multiple OS on the USB and at boot you will see a choice screen. Look at the list of supported stuff, among Kaspersky rescue disk which is what you wanted to do there is a lot of other good things you my want to try out.
After you have done it, in the drive you'll see a folder with the bootable stuff in it, and then you can place all your other files where you want, even inside that folder (although making a separate folder could be a bit tidier).
It will call the pendrive MULTIBOOT, but that's easy to fix afterwards with any decent partition tool.