Here are my steps:
Step #1:
Downloaded alpha-6 installer and setup it.
Step #2:
Formate USB stick in FAT32 on my Windiws XP machine and wrote all files from from directory "installer" (alpha-6 installer) to the USB stick.
Step #3:
moved USB stick from Windows computer to ShevaPlug.
Step #4:
I run ./runme.sh from my Ubuntu computer.
Eveything looked alright.
root@stockalerts:/tmp/installer/sheevaplug-installer-alpha-6# ./runme.sh
**** Preparing environment variables file ...
**** Burning uboot and environment variables ... This will take few minutes ...
Open On-Chip Debugger 0.2.0-in-development (2009-05-17-10:32) svn:1800M
BUGS? Read http://svn.berlios.de/svnroot/repos/openocd/trunk/BUGS
$URL: http://svn.berlios.de/svnroot/repos/openocd/trunk/src/openocd.c $
3000 kHz
dcc downloads are enabled
Info : JTAG tap: feroceon.cpu tap/device found: 0x20a023d3 (Manufacturer: 0x1e9, Part: 0x0a02, Version: 0x2)
Info : JTAG Tap/device matched
Error: unknown EmbeddedICE version (comms ctrl: 0x00000018)
Warn : no telnet port specified, using default port 4444
Warn : no gdb port specified, using default port 3333
Warn : no tcl port specified, using default port 6666
target state: halted
target halted in ARM state due to debug-request, current mode: Supervisor
cpsr: 0x000000d3 pc: 0xffff0000
MMU: disabled, D-Cache: disabled, I-Cache: disabled
0 0 1 0: 00052078
NAND flash device 'NAND 512MiB 3,3V 8-bit' found
successfully erased blocks 5 to 6 on NAND flash device 'NAND 512MiB 3,3V 8-bit'
wrote file uboot-env.bin to NAND flash 0 up to offset 0x000c0000 in 17.885023s
target state: halted
target halted in ARM state due to debug-request, current mode: Supervisor
cpsr: 0x000000d3 pc: 0xffff0000
MMU: disabled, D-Cache: disabled, I-Cache: disabled
0 0 1 0: 00052078
NAND flash device 'NAND 512MiB 3,3V 8-bit' found
successfully erased blocks 0 to 4 on NAND flash device 'NAND 512MiB 3,3V 8-bit'
wrote file uboot.bin to NAND flash 0 up to offset 0x00073000 in 64.155563s
**** U-boot should be up and running now. Open your console ...
root@stockalerts:/tmp/installer/sheevaplug-installer-alpha-6#
Step 5#
Waited 10 min.
Step 6#
Opened terminal and it worked
What I did?
I just used another memory stick.
Thank you everyone.