Trouble with grub on usb thumb drive :(

["Caesium 5" <caesium5@gmail.com>]

Just install Debian onto a 8GB usb thumbdrive. However, during the installatin, there's an error during installing of grub. Completed the installation without grub installed.

I googled high and low and many articles points to the command below 

Command :    grub-install [OPTION] install_device
Example :    grub-install --root-directory=/mnt /dev/hda1

Unfortunately, when I plug this usb thumb drive into my computer (Debian Lenny, KDE), it was detected as
/media/Rain    and    system:/media/sdf1

I've tried but is unable to fit the usb location into the above command.

I am absolutely lost :(



Anyone have experience with the above method? 
or
Knows of any other method inwhich I can load grub into the usb thumbdrive?