Just a word of caution to newbies. If you are playing around with grub, make sure you are not accessing the grub install on your hard disk instead of the USB stick. I was playing around with something similar to this, trying to create one of these multi-boot USB sticks a few weeks ago in Linux and blew away my hard disk grub menu accidentally. Grub wouldn't boot my hard disk menu after playing with this and then rebooting. Make sure you are not accidentally accessing /dev/sda instead of /dev/sdb, /dev/sdc etc. Some of these programs will default to the hard disk grub install and you have to point them to the USB stick. If you are not paying attention, you can damage or change your grub hard disk install/menu. I had to jump through hoops to run a repair on the hard disk grub menu. All my data was still there, it was just a grub menu problem. So be careful with this.