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I've been pulling my hair out trying to get a full Ubuntu installation running on my USB, and I think I just got it working for Windows (by disconnecting my hard drives during Live CD installation...).
However, the result isn't bootable on my Macbook Air. After more reading, it seems that it's a U/EFI problem which Ubuntu solved by creating an amd64+mac version of the installation.
I'm downloading that now, but I'm wondering: will this ONLY work for my Macbook, and stop working on the Windows computer?