grub-install fails on USB pen?

[William Murray]

  Hello all,
           I am very confused by grub-install. I am trying to install
a livecd on my USB pen, (Knoppix, sorry, using
www.knoppix.net/wiki/USB_Based_FAQ),
 and get to a line:
   grub-install --root-directory=/media/wjm-live --no-floppy '(hd0)'
This gives the error:
mkdir: cannot create directory `/media/wjm-live//boot': Permission
denied
This does not seem to be true. I tried copying grub-install
to /usr/local/sbin/grub-install-wjm to edit it and try to see what is
going wrong ...and the error vanishes!
  but then I get 
/media/wjm-live/boot/grub/stage1 not read correctly
and somehow I suspect this may be related to the original error.
      Can anyone suggest what might be wrong? 
              Thanks,
             Bill