What is the full purpose of what you're trying to do ? Make a USB with multiple live CDs ?
Either way, if you're getting to grub, you can pop into grub's terminal thing and poke around to see what it can see. I'm 80% sure you're using relative paths(/dev/sda1 or hd0 or whatever) for telling it where the files are and you should use device IDs. That would be one reason why it works on one machine and not another.