I followed the steps on Debian Installation Guide.
Copying the files — the easy way didn't work for me... I was getting "Boot Error".
So I tried Copying the files — the flexible way and it didn't go any further.
Then I read this warning:
If your system refuses to boot from the memory stick, the stick may contain an invalid master boot record (MBR). To fix this, use the install-mbr command from the package mbr:# install-mbr /dev/sda
Well ok that went a bit better... now I was getting this at boot:
MBR FA:
Actually it wasn't that self-explaining... So I had to take a step more: read install-mbr docs.
--enable
It didn't say much but it was a hint. Well in the end it worked like this:
at boot when it shows "MBR FA:" I pressed A and then was showing a more clear "MBR 1234FA:". So I pressed 1 (the partition of the USB stick was the first)... and hurrah it worked.
If this doesn't work yet for you... here's a full list of useful hints