Does your machine have USB boot support? If so, you can use one of the following methods.
1。First boot to DOS from the USB flash drive, then run GRUB.EXE under DOS. So you only need to make the USB flash drive into a DOS boot disk and copy the GRUB.EXE file onto it.
2。Copy the GRLDR file to the root directory of the USB flash drive, then execute the bootlace command on the USB flash drive. This can also install GRUB's boot code onto the USB flash drive. You can do it in two steps. First, create a bootable DOS system on the USB flash drive. After DOS starts, just run bootlace 0x80 or bootlace --floppy 0x00 under DOS. The former assumes your USB flash drive is the first hard disk under DOS, and the latter assumes the USB flash drive is the first floppy disk under DOS. After that, check whether there is a GRLDR file in the root directory of the USB flash drive. If there is, then it's done; if not, you can now copy GRLDR to its root directory, and then it's done too.
These two methods may not always succeed. If one fails, as we said before, it is caused by the machine's motherboard BIOS, and is very hard to solve.