To start your computer from a memory stick, you might need to change the order of boot devices:
Plug-in the memory stick and restart your computer.
If you see a purple Ubuntu boot screen with white icons at the bottom, your computer has successfully booted from the memory stick. Skip to the Install Ubuntu section.
Restart the computer again. As soon as the first text appears on the screen, press the button to enter your BIOS/system setup. There should be a message telling you how to do this. You normally need to press one of the following keys: F1, F2, Del, Esc, F10, or F11.
A BIOS screen should appear. Find the option to change the Boot Order and change the first item in the boot order list to be USB Disk, or similar.
If there is no option to boot from USB Disk, your computer may not be able to boot from USB. See the http://www.pendrivelinux.com/testing-your-system-for-usb-boot-compatibility/ for a tool to test if your computer can boot from USB.
After you have changed the boot order, save your changes and restart the computer. It should now start from the memory stick.