Kali Live won't boot

So I decided to attempt to install kali on a flash drive, but whenever I try to actually boot it live, it makes a loud beeping noise, and I get a "Can't mount and detect CD-ROM drives." error, and I'm forced to abort. I've tried using a shell, and executing mkdir /cdrom but it tells me that the directory already exists. At first I thought that I might not have enough space, as my USB is oddly partitioned, but I fixed that, and it still doesn't work. I am ruing Windows 7, and I used the dd if=KALI or=DRIVE method on my Kali VirtualBox to install the 32 bit version of Kali 2.0 onto my Cruzer Sandisk drive, in case any of that is relevant.

Thanks, Hans