I'm using a 4Gig USB thumbdrive to create a bootable USB stick on Windows to Install Ubuntu 12.10. I've been using this page for step by step instructions, http://www.ubuntu.com/download/help/create-a-usb-stick-on-windows
I had no problems with the guide and now have the USB thumb set up, after I set the USB thumb drive as first priority in the boot order I save the settings and windows continues to load even though I selected boot from USB before the Hard drive.
The thumb drive stays plugged in the entire time, this is my second attempt at trying Linux. I first tried installing it from Windows but because I have an UEFI motherboard it is not compatible. I would have already tried the CD/DVD method but I do not have any, any help would be appreciated.