Welcome to the Community Leif, but please supply as much information about your system and the volumio version as possible when you make a request for help. So far, I am guessing that you are using an x86 device, but do not know what device, what processor, or which version of Volumio you are trying to install.
You might like to have a read of this thread Volumio 2/ X86: install on a HDD.
I am further guessing that your problem might well be to do with your NUC being a new device, and it’s hardware not yet being supported in the official x86 image (based on Debian ‘Jessie’). There is a test image for newer devices currently under development.