unetbootin - BOOTMGR Is Missing

tl;dr: Format the USB stick as FAT32 and it'll work again

I recently spent far longer than I would have liked trying to install xubuntu onto my old Dell Mini 10v. Usually, I’d use unetbootin to create a bootable USB and it’d boot and install fine. However, I kept getting the following error every time I tried this time round:

BOOTMGR is missing.
Press CTRL + ALT + DELETE TO Restart

I tried using older versions of Netbootin that I’d used successfully in the past, but to no avail. After a bit of guesswork and Googling, I discovered that the solution is to format the USB stick as FAT32, not NTFS. Once I’d done that and run Unetbootin again, the laptop booted and installed first time :)