You need to install an EFI bootloader to the USB drive; elilo is what I've used before, but you could potentially use GRUB2. The Ubuntu amd64 elilo package installs the 64bit binary to
/usr/lib/elilo/elilo.efi and the 32bit binary to
EFI firmware will search removable media for a FAT32 filesystem containing the file
/EFI/BOOT/BOOTX64.efi (for both 32bit and 64bit systems). Make sure that you're using a FAT32 filesystem on the USB drive, and copy
elilo.efi to that path.
Some EFI systems may also need a startup script, in which case put the following in
You then probably want to create a config file for elilo to specify how to boot the kernel. Create
/EFI/BOOT/elilo.conf and configure it as appropriate for the distro you want to boot. My configuration to boot RIPLinux looks like this:
And that should be it. There is no "install to MBR" type operation in EFI.
By the way, Rod Smith's Managing EFI Boot Loaders for Linux site is very useful for understanding how EFI works.