Boot Camp install of Win 7 TO USB external drive?

Hi,
I recently bought a 32 GB USB thumb drive. I was able to install a full copy of SL on the drive and use it to boot several different Macs in my household -- it's a little slow, but it works fine. The procedure was dead simple -- format the drive and away you go.
I cannot, for the life of me, figure out how to do the same thing with Boot Camp/Windows, i.e. install a copy of Windows on the USB thumb drive such that it will boot and run on a Mac.
I read somewhere else here that it isn't possible -- that Boot Camp can only run on an internal drive. I guess my question is: if all my Macs can install and boot OSX from an external USB drive, why isn't it possible to the same with Windows?
(As I type this it occurs that I didn't try booting the Mac from the USB drive, partitioning the thumb drive in Boot Camp and installing Windows from there. It would be pretty slow going, but maybe that's a solution?)
Thanks for any/all illumination!

From my days using ThinkPads (long, long ago) I remember doing flash updates to the BIOS. The updates came from IBM, not Microsoft (so I assume the BIOS was hardware-based, not software (i.e. Windows o/s) based.
That suggests (to me, anyway!) that something in the Mac motherboard prevents installing Windows on an external drive (but allows OSX to be so-installed).
I've also read the Macs use "open firmware" instead of BIOS and that open firmware is, to some degree, programmable (as in programmable to allow Win to boot from a USB drive).
Am I on the right track or am I completely, totally, wrong?! (I'm 'way over my head here).

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