I understand. And in fact Zentyal (Ubuntu, really, at least initially) should not be asking for a CD at all during the entire process. This
should be a seamless and painless process assuming that the developers have correctly identified and fixed the USB installation problems we had before. So you're trying to do something perfectly sensible and something you should be able to do--install the Zentyal 2.2 ISO without a CD.
So the idea is exactly right, but something is breaking down in the implementation, in the process. If we can figure out where things are going wrong, we can get you up and running.