I've personally had a heck of a time getting up to speed with the HDD install on the link. I ultimately got it working by doing it with partimage on the link itself, but it took me a while to understand what was going on. It was easy for crweb, but if you don't know Linux, there's a serious learning curve.
I'm surprised nobody else has ever tried this... I got mine onto my hard drive this way, and it was just about sleepwalking.
I just booted from the stick as usual, ran gparted, and used it to copy
the root & boot partitions from the link. I then made 'em a bit bigger, mounted the boot partition from the hard drive & edited the menu.lst on there to be pointing at the hard drive. Last but not least I ran grub-install to get grub into the mbr on the hard drive, and then changed the BIOS order. It was that easy!
I have, once or twice, even installed XP on the link. We used to have an NTFS partition and it needed chkdsking. ;} (And for whatever reason it gave me mucho grief trying to run chkdsk under recovery console - I made a "magic XP install stick"...)