Association Bordelaise des Utilisateurs de Logiciels libres

Hi to everybody, I’m sorry if I write in english but even if I understand french I’m not able to write it...
I’m glad if someone could resolve one my doubt : is it possible to boot the system from usb HD ?
I explain my problem, on internal HD I have Win XP and I would install linux on usb HD. Now, I know that the bootloader (for instance GRUB) should be in mbr (Master Boot Record) of the primary HD (/dev/hda) but I would like to install ALL the linux distro on /dev/sda (usb HD), also the bootloader on sda...
I try this method (...)