not supported and as OpenVZ needs the local storage its not a good idea to use the usb memory. but if you know what you are doing I assume you can adapt the system to get it working. start here: http://pve.proxmox.com/wiki/Install_Proxmox_VE_on_Debian_Lenny
and the answer is not supported, this include that we do not do this and therefore I cannot say anything detailed about performance. in any case, you should not run OpenVZ on USB storage (you need to manually mount /var/lib/vz to the SAS drives).