I'm new to Linux, I decided to install Ubuntu 12.04 next to Win7 on my netbook. I've createed boot pendrive and installed Ubuntu using option "Install next to Windows 7", after installation, when I restarted my computer, there is no system-choosing screen (I suppose it should be GRUB2 there) and Windows 7 starts normally. What's the problem and how to fix it?
The problem isn't GRUB2,its Windows MBR Boot loader (NTLDR) That overwrites it. The thing is, if you want to do it with windows 7/8, you'll need to install Ubuntu first,then install windows 7/8. On Windows Vista and XP, it might work but i'm not so sure.
You had Win7 installed on your netbook already and then you installed Ubuntu 12.04 from off a pendrive? What I think happened is that Ubuntu was installed OK, but that GRUB was written to the MBR of the pendrive, or to the Ubuntu partition you just installed to. You may have inadvertently selected either option.
Seeing as you are new to Linux you could consider installing Ubuntu again. No need to delete the existing partition, you can just install Ubuntu over the old partition with the "Use different option" option.
Alternetively you could just boot into a live session from your pendrive and install GRUB2 to the MBR of your internal drive. using:
$ sudo grub-install /dev/sdx
where the x in sdx would be the correct drive letter for your internal drive, usually sda, but double check using:
$ sudo fdisk -l