installing grub on a thumb drive

[Lenny]

Hi,
I have Vinux 3.01, which is using Ubuntu 10.04, installed onto an 8GB thumb 
drive.
I partitioned the thumb drive, so there is a 4GB partition with MS-DOS on 
it.
I used the Universal Pendrive program to put the Vinux onto it, with a 2GB 
persistence.
Without installing grub, I don't know how the user will be able to boot to 
DOS if he wants to.
When I run the command:
grub-install /dev/sdb1
it says device not found or not a block device
I looked in /media, and /dev/sdb1 is not there, but that is where the 
installation is, and from where I was using Vinux, so it should be there.
I don't know if the other boot-loader would work any better, I have never 
installed it.
Thanks for any assistance.
Glenn