I want to give high security for my linux box. So i planed to use my pen drive as key for my linux box.
How can i do it ?
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Additionally you can authenticate by usb device (including one time pads and any mix with other PAM modules of course). As tante said you can also store keys to harddrive on usb device.
If you mean to use a pendrive to decrypt and encrypt your harddrive, yes that is possible and actually not that complex. You can find full documentation at this Gentoo Wiki article (applies to other distributions as well)
Alternatively, check out the Yubikey concept, from Yubico. Pretty nice.
I used to use pam_usb, like Maciej suggests, but the project's last release is three years old.