problems booting Ubuntu

[Lenny]

Hi,
I used the latest Pendrive Universal USB Installer to install Ubuntu,the 
i386 desktop version onto a thumbdrive.
I have done this with previously versions of Ubuntu, so it is not my first 
time of doing this.
It is strange, on two different drives with 12.04 on them, I boot up to the 
boot window, and it only beeps.
It allows me to go into help, or advanced settings, like repair Ubuntu, but 
it is expecting a CD drive, not a thumbdrive.
so far, I haven't gotten to try booting it up, because I cannot get past 
that first screen.
This is on a Compaq Presario with Vista installed on it, 2GB of RAM.
I have booted up to Ubuntu 10.10 on a CD, so it should work.
Does Ubuntu have a better USB installer that can be downloaded?
Thanks