Here is a quick tutorial how to start Debian and probably other Debian based distros from a USB Hard Disk. With USB Flash Drive usually there is no need for any custom actions.

1) Once the installer complains for missing CDROM and asks to load CDROM drivers select NO:

2) On the question “Manually select a CD-ROM module and device?” select YES:

3) On “Module needed for accessing the CD-ROM” select NONE:

4) On “Device file for accessing the CD-ROM” type /dev/sda4, or if that doesn’t work try /dev/sdb4, dev/hda4, /dev/hdb4 etc. depending what device name the USB disk got:

You can get the available device names by pressing ALT+F2 to enter a new console and type:
ls /dev/
or
dmesg | grep disk

Just remember, it has to be the fourth partition, e.g. /dev/sda4.
Next press ALT+F1 to return to the Setup screen.

It might be a bit confusing on first sight which option to use to add your source. Here is a brief guide how to recognise them. You’d need the free 7-zip or similar program which can open ISO files.

1) If in root of the image you see bootmgr, it’s most likely a NT6 source (Vista, 7, 8 etc.), use the Windows Vista / 7 / 8 / Server 2008/2012 based ISO option:

Multiple source of this type are supported. Add the first one, press GO, when finished add the second one and so on, until there is free space on the USB disk.

2) If in root of the image you see I386 folder with setupldr.bin and ntdetect.com files in it, it’s most likely NT5 (XP, 2003 etc.) based source, use the Windows 2000/XP/2003 Setup option mounting or extracting to a folder beforehand:

Multiple source of this type are supported as well.

3) If in root of the image you see I386 folder with setupldr.bin and ntdetect.com files in it, but there are also folders Program Files, Programs, Setup, or files winbom.ini, then it’s most likely WinPE1 based source, such as UBCD4Win, Windows POS 2009, Windows Fundamentals for Legacy PC etc. Use UBCD4Win/WinBuilder/Windows FLPC setup/BartPE option.

Only one source of this type is supported, it should be mounted as a virtual CD/DVD or extracted to a folder beforehand.

4) For all other sources use Linux ISO/Other Grub4dos compatible ISO option.

Multiple source of this type are supported as well.

Here is how to quickly add multiple Windows NT6/10 (Vista, 7, 8, 10, Server 2008/2012 etc.) sources and Ubuntu with persistence space to a USB disk.

1) If using the program for first time on this USB disk, select the auto-format option. Use FAT32 if you’d need to boot in UEFI mode.

2) Select the first NT6 source, it is expected as in ISO image file, here is an example with Windows 7 x64:

3) (Optional) In advanced options you could change folder and boot menu name, make Q-Dir File Explorer launch before start of Setup and add a folder with custom boot critical drivers to be loaded. The latter could be useful to load custom USB 3.0 drivers or SATA/AHCI/RAID ones.

For non-boot critical drivers, such as Wireless/WLan, LAN, Video or Sound drivers, a good idea is to use SAD (Stand Alone Driverpack utility), a proven and reliable solution from the DriverPacks team. More details about these options can be found in the FAQs.

4) (Optional) Add Ubuntu 14.04 Desktop with its own persistence space:

 

5) Press GO to start the process:

6) If the auto format option was selected, please do read carefully which disk is going to be reformatted, all data is going to be wiped out, the click OK on both dialogue boxes:

 

7) You can watch detailed progress of what is happening by selecting the Show Log option:

In a few minutes you will see Job Done message, the first two source have been transferred:

8) Now lets add another NT6 source, it would be Windows 8 Enterprise Eval x64, in the very same way as the first one. To preserve contents of the USB disk, make sure the auto-format option is not checked. Press GO and wait until process completes.:

 

9) Lets add yet another NT6 source, this time Server 2008 R2 x64, sequence is exactly as before:

 

10) Here is the boot menu once the system was booted from this USB disk:

11) To get persistence in Ubuntu, when the Live CD menu gets displayed hit the key to enter “Other Options”. This will display the arguments that the Live CD passes to the kernel. At the end of this argument list just add a space and add the word “persistent”. This will instruct the Live CD to maintain and use persistence.

Here is a short tutorial how to add a few Windows XP / 2000 / 2003 on the same USB disk.

If using the program for first time, it’s highly recommended to select the auto-format option.
Use FAT32 if you’ll be adding later on Windows 7/8 sources and you’d need to boot in UEFI mode.
If you wouldn’t be needing UEFI boot, NTFS should be your first choice, as XP Setup from FAT32 formatted volume could be quite slow, due to limitations of the FAT32 driver in XP. Here is a quick comparison on FAT16 vs FAT32 vs NTFS.

1) If you have your Windows XP or 2003 source as an ISO or similar image, first mount it as a virtual CD/DVD using the free ImDisk for example, or extract its contents to a folder.
A copy of ImDisk is included in WinSetupFromUSB\files\imdisk\. Run install.cmd to install it.

2) Select your USB disk in the drop-down menu and check the auto-format it with FBInst option:

3) Select the Windows XP/2000/2003 Setup option and press the corresponding browse (…) button:

 
4) If you need to use any of the advanced options, now is the time. They are explained in depth here.

5) Press GO to start the process.

6) If the auto format option was selected, please do read carefully which disk is going to be reformatted, all data is going to be wiped out, the click OK on both dialogue boxes:

7) You can watch detailed progress of what is happening by selecting the Show Log option:

In a few minutes you will see Job Done message, the first source has been transferred:

8) Now let’s put another source of this type, that would be Windows 2003 x64 SP2, as well as Kaspersky Rescue Disk ISO image.

Right click on the Windows Server 2003 ISO image and mount it the same way:

9) Use the advanced options if you need to fine tune it

10) Select Linux ISO/Other G4D compatible ISO and browse to the Kaspersky Rescue Disk ISO file:

You can provide custom boot name, the default one will be automatically accepted after 10 seconds:

11) Press GO again and wait until the Job Done message is displayed:

12) That’s it. You should now have a USB disk with XP and 2003 x64 Setup as well as Kaspersky Rescue Disk.

The same way you can add other sources, you only need to remember to add sources of the same type one after another, i.e. select first set of sources, press GO, wait until finished, select second set of sources, press GO and so on.

13) You can now quickly test in QEMU virtual machine how this works, use left CTRL + ALT keyboard keys to exit QEMU: