I downloaded 12.04 of ubuntu, and y copied the 718 mb file to my usb Kingston Drive (which is 2gb total) and i tried booting it from setup and it can't! I click booting from USB kingston and it boots Windows normally...
Just copying the file to the USB is not enough - you need to use a program called UNetbootin to create a bootable USB drive
(That is, if you're on Windows or MacOSX)
If you run Ubuntu, use Startup Disk Creator which is installed by default:
See this article for more details
you might want to run "startup disk creator" or burn the image to your USB pen drive.
keep in mind that a simple copy of the iso file you've just downloaded wont work at all.