This is not a question it is an answer. It is a very hard won answer as it has taken me months to figure it out, and yet it is also a very simple answer. I thought I would share it with you in case anyone else has the same problem - I have never seen this answer written down before (that doesn't mean to say that it hasn't been, just that it is not easy to find!)
We all know (well most of us) that in order to boot from USB devices you have to have a boot order something like:
Mine has been set like that since I bought this machine. I have three perfectly workable USB pen drives containing things like parted magic and clonezilla/systemrescue and Puppy linux. I decided I wanted another containing Super Grub Disk. I purchased a SanDisk Cruzer Micro 2Gb and proceeded to put SGD onto it - it wouldn't boot. On and off over the course of several months I have tried again and again to make this work with every conceivable variation of file system, partition size, installation method, even distro. The result was always the same.
Today I decided that I would try SGD on one of the other pen drives I have. I used unetbootin to install, and it worked straight away. I then decided to try again with a different distro on the Cruzer (DSL) - It wouldn't boot.
So this is where the embarassing part comes. I booted again with the Cruzer plugged in and this time hit F2 to enter setup. Scrolled along to the boot section and sure enough the boot order was exactly as above with one exception. Coming in at #4 was a new entry called "San Disk Cruzer HDD"! This was a surprise to me as it was never there before. Obviously what happens with this particular device (on my bios anyway) is that it creates a completely new bios entry for the device that is not covered by the default 'USB' entry and since it was positioned after the 'HD' entry it would never boot.
I moved it up to the #2 position in the boot order, rebooted and DSL Linux came up straight away. Months of frustrating puzzlement over!
Maybe I am the only person in the world that didn't know this, but I doubt it.
Anyway I know it now - and if you have read this far then so do you!