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You can only install an SD/USB image into an SD/USB flash drive. If you install other images to an SD/USB flash drive, then the image will not bootup correctly.
There are several ways to install the OS into the external storage, e.g. TF card
, USB storage
, etc.
Simply select an image and it will automatically identify your flash drive and burn the image. (Recommended)

* Alternatively, utilise the `dd` command from within the Ubuntu Terminal:
$ sudo dd if=/path/to/image of=/dev/sdX bs=8M