I have an HP and the same problem. However, if you write grub to the usb disk
instead of the mbr of your hard drive, it should work. With my HP, if you press
ESC at boot up then you can choose which drive to boot and if the usb dsik in
connected previously it will boot it you choose it from the list of devices to
boot.

I run Slax from a usb prendrive and grub is on the pendrive. I have also had
SUSE run from a usb hard drive with no problem. It is important to write it to
the right drive. Ubuntu by default chooses the mbr of the first hard drive. I
used pendrivelinux.com to install it to the pendrive according to their
instructions and it worked fine. I did not have to do anything to get grub to
work. There are ways to do it from Ubuntu's Live CD, but I have company all week
and I have very little computer time (which will probably produce some sighs).
Sorry to cop out on you.