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Wait...did you unhook HardDrive first??
( http://natureheals.info/linux/tiny/instau.html )
See the trick is making grub think it's installing to your harddrive (hd0,0)
Disconnect your hd or your gonna install grub to it.
It's easy, powerdown, unplug powercord, open pc case and unplug hd ribbon cable from motherboard-gently
root@ubuntu:/home/ubuntu# grub-install /media/disk/
Format of install_device not recognized. did it raiserFS, fat32, and fat16 still get this. i have an Toshiba USB 2GIG flash drive with this stupid U3 crap on it.
You have to disconnect Harddrive, boot pc off Ubuntu CD, plug in USB when Ubuntu desktop loads.
Copy in a terminal as root "cp -apR /usr/lib/grub/i386-pc/* /media/usb0" or "media/disk"
To find out mountpoint and usb name, use "mount" or "fdisk -l"
given up on grub im gonna use syslinux as said in Downloads/official usb/ readme at MULTIDISTRO.COM. tried it once already but pc hung. then i booted ubuntu and checked my usb with gparted said bad/damaged or unknown FS type so re-formatted FAT16 drive is still bootable umounted it then checked again FS seems good now will try again.