I get the error "executing 'grub-install/dev/sdb' failed".
The installer is tying to install the Grub file on a USB flash drive or other external drive.
sda is your internal drive.
sdb is an external(I would suspect as it is formatted as FAT16 it is a flashdrive)
If the installer did the whole installation(takes about 20 minutes) but then failed at with only that error, Ubuntu should be installed. You can install the Grub boot-loader by booting into the live USB and then doing the following.
sudo add-apt-repository ppa:yannubuntu/boot-repair && sudo apt-get update
sudo apt-get install -y boot-repair && boot-repair
Launch Boot Repair Using the Unity Dash: press Windows(Super) Key and start typing "boot repair" and click on the icon to open the program and the following box will open:
Click on the Recommended Repair the program should do the rest and install the Grub boot-loader to the correct disk (sda)<--Note it goes on the main disk not any of your partitions)
After Boot-Repair completes the repair you should be able to reboot you computer and then it will either load your new Ubuntu installation or Your old PCLinux, if for some reason Ubuntu didn't install. Note The Boot Repair program will only be installed inside your live session, not your hard disk installation, if you want it permanently installed you will need to repeat the installation instructions. (just to clarify, the repairs are permanent but the Boot Repair program itself is not)
If for some reason none of this works and you just want to reinstall Ubuntu, I would recommend downloading and burning a CD(or DVD) they don't tend to have these problems.
If you have any questions, see this page on the Boot Repair program
it is also my Source: Ubuntu Community Wiki