You need to patch grub-installer.
See bug report 776633 for a patch:
Index: grub-installer-1.60ubuntu3/grub-installer
===================================================================
--- grub-installer-1.60ubuntu3.orig/grub-installer 2011-05-03 12:00:57.553509999 -0700
+++ grub-installer-1.60ubuntu3/grub-installer 2011-05-03 12:04:02.873000831 -0700
@@ -286,7 +286,7 @@
/dev/loop)
disc_offered_devfs="$bootfs"
;;
- /dev/[hsv]d[a-z]|/dev/xvd[a-z]|/dev/cciss/c[0-9]d[0-9]*|/dev/ida/c[0-9]d[0-9]*|/dev/rs/c[0-9]d[0-9]*|/dev/mmcblk[0-9]|/dev/ad[0-9]*|/dev/da[0-9]*)
+ /dev/[hsv]d[a-z]|/dev/[sv]d[a-z][a-z]|/dev/[sv]d[a-z][a-z][a-z]|/dev/xvd[a-z]|/dev/cciss/c[0-9]d[0-9]*|/dev/ida/c[0-9]d[0-9]*|/dev/rs/c[0-9]d[0-9]*|/dev/mmcblk[0-9]|/dev/ad[0-9]*|/dev/da[0-9]*)
disc_offered_devfs="$prefix"
;;
*)
grub-installer is probably not on your system (since after it's in installed there's not really need for it to stay ;) ). This is the package it concerns: http://packages.ubuntu.com/source/natty/grub-installer so you'll probably find it on the install medium...
Here's a quick how to on remastering your own CD: How can I easily remaster Ubuntu?