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:
You can get the available device names by pressing ALT+F2 to enter a new console and type:
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.