Trying to setup rock in VM

Hi I tried today to get Rock running in virtual machine. Did not work. I tried hyper-v and virtualbox.
Problem is to install the usb stick where rock is on.
I get Rock running with a extra SSD on my windows 10 machine. But that is not workable. Need to start from bios.
I think I need to buy a Nuc in the future that is the easiest sollution to get Rock running.