USB booting :: I know I'm PROBABLY doing something wrong...

Alright, I just got a new Creative Zen Vision:M and it has a system option to partition itself, so i put the newer BIOS ISO (i have a 2002 BIOS), changed the settings to USB HDD as primary boot, i get this message along the lines of

NTLDR Not Found
Press Any Key to Restart

i tried the other BIOS USB settings and the older BIOS ISO same result down the line

all i have/put on it is the dsl-3.1-linux.iso, the linux-3.1-syslinux.iso, and the iso.md5.txt files that go with them

do i need something else to install to the USB Drive or is my computer just stupid

Thanks!!