Not so much Lacie not supporting it, but some OSes refuse to install to a USB device (like Win7; what version are you installing?).
Some motherboards will not boot from a USB device, or need BIOS changes.
Can you tell us more: Which OS, how you are installing it, what motherboard, are you attaching it to a USB 2.0 or a USB 3.0 port, and where in the installation process it is failing to install? What message do you get?