For gaining access to the BIOS to edit boot order, you usually need to press the F2 or F12 key during that brief splash screen right after hitting your power button (it usually only lasts a second or two so you have to think fast) Once in, you should be able to either choose to boot from USB or move it to the top of the Boot order. Google around for the correct key for your specific computer model and you should be able to find out how to get into the BIOS.
As for installing Windows along side your Ubuntu Installation, remember that Windows will write over the Master Boot Record (MBR) and you will not be able to boot into your Ubuntu installation until you re-install the Ubuntu's Grub boot loader.
Directions for how to do this are here:
You might then also wish to know how to change the boot order once you have the two OS's installed and running. You will have to edit the file /etc/default/grub
directions for doing this are here: How do I change the grub boot order?
Hope this helps enough to get you started with your dual-boot system. There are some great guides on how to set up an ideal Windows 7 and Ubuntu dual boot set up if you Google around a bit.