Dê uma olhada nos fóruns do DBAN . Este tópico tem algumas sugestões:
The USB drive needs to be setup with a single FAT (not FAT32) partition, any extras like U3 need to be removed.
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You need to specifically run the .exe with Administrator rights. In Windows 7, do this by right-clicking the .exe and choosing "Run as Administrator".
Há também um howto no pendrivelinux .com.