OK. I assume you want to install VL to your USB hard drive. First of all you need to make sure your USB hard drive is plugged in and that your BIOS recognizes it. Then you insert the VL install CD into your CDROM drive and you then need to partition the USB hard drive to accept VL. All that is explained in our Installation Guide here: http://vectorlinux.osuosl.org/docs/vl59/manuals/vl5_installation_guide_en.html
so I'm not gonna repeat it.
If you have one hard drive in your computer and the USB drive then the USB drive should be called either /dev/hdb or /dev/sdb
If you have any further questions don't hesitate to ask.