I am experiencing the same issue. I am attempting to install OMV (1.9 amd64 ISO from sourceforge) onto a USB hard drive (in order to save a SATA port) from a bootable USB thumb drive.
The installation goes off without a hitch... except when GRUB installs. I noticed that the USB thumb drive (OMV ISO) is identified as /dev/sda and my USB HDD is identified as /dev/sdb. During installation I get a warning about multiple disks present. I select the USB HDD (/dev/sdb) and the installation proceeds. When it gets to the GRUB installation, I noticed (only a brief moment on-screen) that it was installing GRUB to /dev/sda (my USB stick), and sure enough after installation I cannot boot from the usb stick anymore and have to re-image the ISO (with Win32DiskImager). I also could not boot the USB HDD that OMV was installed on.
I tried tx.canyon's solution:
~#: grub-installer /dev/sdb
but I get the error: "ls: /dev/sdb/proc: Not a directory"
As part of another test, I tried a freshly imaged USB drive onto the same HDD (except now plugged into a SATA port) and the installation was 100% successful.
Has anyone else managed to install OMV onto a USB hard drive?