Not all distros are the same. Linux is just the kernel. On top of that lots
is added to make it an OS. Each distribution handles things differently. There
are different installers, different partitioners, and just about everything else
is subject to change. Ubuntu and its derivatives use the same installer. Debian
has its own and so on. Some distributions use grub and others choose LILO as
boot managers. With all of this variety it is not surprising that you are having
different experiences with installing it to a usb stick.

If you go to Pendrivelinux.com, the ones there will usually install to a
pendrive if you follow their instructions. However, even this is no guarantee
that they will work because each distro handles hardware differently. Simple
things like IRQ conflicts, video resolution, ACPI, APIC and even disk drives can
cause problems. For example, if you have a bad drive or one that did not shut
down properly, etc, it could cause the installation to stall or the boot process
to fail. I have a flaky usb drive that I use for storage and some distros stall
until I turn it off. I know this and have learned to work around it. The reason
is your hardware is polled during the boot process and if anything is amiss, it
will find it.

I cannot get openSUSE to install to a usb drive. I managed to do it once or
twice, but it won't re-boot no matter what I do. This could be a problem with
SUSE, in which case others would experience it too, or it could be unique to me
and my hardware.

When I do that, the Boot Manager is stored on the Pen Drive.
Right? Then, if the Pen Drive is the only device configured within Boot Manager,
doesn't matter if there is other HDD installed when booting the Pen Drive on a
diferent computer. Right?

The boot manager should be written to the pendrive, but if you did not tell
it to specifically write there, it will most likely write to sda or whatever the
first drive in your chain is. It does matter when you boot on another computer,
only in the sense that other computers need to be able to boot from usb and you
must have it set up so that you can control the boot order so that the usb key
boots first.

If ever you run into a problem, you can manually edit grub if it fails. The
changes will only be termporary as it is done in RAM and the file is not written
back to the usb key. What happens is that grub will give you an error meaning
that it can't find the kernel to boot. For example, let's say the computer has
one hard drive, sda, and for
some reason grub is confused and thinks that sda is hd(0,0). This would
cause grub to fail. So what you do is escape back to the grub menu. Navigate to
the line of grub that is causing the problem and press e for edit. You cursor
over and change hd(0,0) to whatever is necessary to get it to boot. You might
try hd(1,0) when you have made this change press enter and then b for boot and
enter again. This on the fly editing is something that you may have to do from
time to time if you do lots of installations. This is not likely to happen if
you get grub to open, but I have seen it happen if things are not setup properly
to begin with.

Ubuntu is fine and complete for me to use, but since I'm booting
from a Pen Drive, I need a lighter distro. And put that distro to work is the
problem.Why Lime, that have a instalation process similar to Ubuntu's ( 'cause
it's debian based, I think ) do not work? That's what bothers me the most!

You might want to try the following distros which are known to play nicely:
Xubuntu which is from the same folks as Ubuntu, but it uses a desktop that uses
fewer resources (XFCE). Slax is based on slackware, but PendriveLinux has a
great tutorial on how to install this and it works well provided you have an
ethernet connection. I have not had good luck installing wireless with it. gOS
is based on Ubuntu, but has lower requirements. Puppy Linux, DSL and NimbleX
can be made to install using the PendriveLinux.com site. Their own PendriveLinux
distro is based on Mandriva, but it is no better than Ubuntu viz a vis
resources. PCLOS Mini-me is also a good choice. I think you mean Mint instead of
Lime. It should work, but it relies on Gnome and won't be any better than
Ubuntu. They have had Fluxbox and mini-KDE versions in the past but they are not
out yet for Mint 6.

An easier solution, if you have a working key is to change the desktop in Ubuntu
from GNOME to XFCE, Fluxbox or LXDE. To do this just open Synaptic and search
for xubuntu for XFCE as your desktop or Fluxbox or LXDE if they are your
choices. Do not remove Ubuntu until you are sure that you new desktop is
working. Before you login, click in sessions at the bottom of the login screen
to switch to another desktop.. Once you have booted into the other desktop and
things are to your liking you can open Synaptic again and remove Ubuntu-desktop.