I have exactly the same problem. I can install WinXP when there is an additional PATA-Disk. If not the installation fails. After installation i can not boot from the Z-U130. Think this is a BIOS-bug. Z-U130 is supported and described in the manual.
Hope Intel fixes the problem asap because this feature is very very interessting. On the other side, i fear they will not, because Z-U130 is no more sold by Intel.
Some thoughts. It sounds to me like the bootini stuff can't be initiated by the RomBios. They should fix that. But ...
A workaround might be to get one of those cheap IDE-CF cards and put a small / cheap Compact Flash card in it.
Then the bootini can operate off of that drive and get the SSD up and running. It's automagically done during install.
Check Fry's for prices CF-IDE and CF cards.
And a question: maybe too late but what about the followon intel board (Desktop Board D510MO)
(no fan, heat sink instead) that claims USB-SSD compatibility.
Maybe I'm missing something but I just put together a system for someone and it I didn't see any USB-SSD interface
in the older board ( D945GCLF2/D) but only the D510MO.