Some thoughts that may or may not help...
The very fist thing to do is to exit everything and reboot your computer (logging off is not enough). Rebooting guarantees a memory clean up.
Now...
To double check that BIAB is starting from the USB drive....
(a) Close BIAB.
(b) In File Explorer, navigate to x:\bb (where x is your USB drive).
(c) Right-click on BBW.EXE in x:\bb and select 'Run as administrator'. Click OK when asked.
(d) When BIAB loads up, load in an SGU file and see what happens.
Any joy yet?
Regards,
Noel