Does anybody now if its a bug?

I tried to install BT4 from DVD to my USB Stick.
I used the Icon directly from the startscreen in BT4.
I choosed my land, timezone, name and password and I said it should be installed on the USB Stick. I really clicked on the Stick. 8GB
So after the long installation i tried to boot from the Stick, but nothing happens.
The next time I tried to start windows, there was only an error message
grub error 21.
So the installation was on my windows partition....
So now I have to install windows and all Programms again ;-(