Your 2-nd link above explains how to add Burg option to Grub4DOS boot menu, if you installed Grub4DOS to your Thumb's MBR instead of Windows BCD. Assuming you installed Windows as primary OS onto your Thumb, just extract from the Burg Windows installer and add Burg folder to Root, then add Burg menu section to Grub4DOS menu.lst as shown.
The 3-d link offers ready to go current Burg Windows installer. I didn't try it, but it may indeed replace your current MBR with Burg's and also add Burg folder to Root. In that scenario you better be fluent with editing Burg config file, where you can add all required Windows and ISO boot sections. You may want to dig into Burg forum to clarify, what Burg installer exactly does.
All this multiboot drama is a challenging exercise for an inquisitive mind. At the end you'll start seen, how much you can actually accomplish with the right boot tools. And also feel more comfortable with various PC service tools. It pays off in real life one way or another to learn this.
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