Can't create bootable USB

I used Damn Small Linux to create a bootable usb stick for my old 1998 Compaq presario.
However, when I boot the computer, go to Grub Loader, it does not list it as an option.
OK, so I choose Ubuntu, which is an option in the Grub Loader, and load the O/S.
Then I go to Bash and try to create a grub directory on the USB stick.
I used these instructions:

   1. Mount the VFAT(32) file system with mount /dev/sda1 /mnt (or via KDE, in which case it will probably be mounted under /media/usbdisk, then replace the /mnt occurances below accordingly)

For me, (Rob here) it was media/usbdisk. So the occurances below that had /mnt, I used /media/usbdisk

   2. Create a directoriy for grub with mkdir -p /mnt/boot/grub
   3. Copy the grub files with cp /lib/grub/i386-pc/* /mnt/boot/grub
   4. Set a correct device map with echo '(hd0) /dev/sda' > /mnt/boot/grub/device.map
   5. Install grub into the master boot record with grub-install --root-directory=/mnt /dev/sda
On step 5 I get this error message:

install device not specified.