Following operation are all on Windows XP system
1: install grub4dos
2: put file "vmlinuz", "initrd.gz" and iso image on fat32 format file system
3: reboot system
grub> root (hd0, x) -- change x to your partition number that have vmlinuz and initrd.gz
grub> kernel /vmlinuz
grub> initrd /initrd.gz
grub> boot
Note:
Unetbootin is a useful tool for install linux on U-Disk
For debian vmlinuz and initrd.gz should be the correspond hd-media version.