Why cant i install to my flashdrive?

I just bough a 16GB flash drive and wanted to install Rappelz to it, but the installer just kept freezing up time after time and wouldn't work at all (I have successfully installed to my computer from same link, but not to my flash drive). I have a friend that says that not all flash drives have the necessary program to install things to the flash drive, but they are not a reliable source most the time and I was woundering if they were actually telling the truth this time. Is there any way to tell if this is correct, if so is there any way to download the program it needs to be able to install things? I have a 16 GB Sandisk Cruzer.