On the dual boot option screen I choose Ubuntu and only get:
I want to get into Ubuntu and start learning it a bit but am stuck. What would be the best way to fix my problem?
I can't comment yet, so I'm answering here. You can most definitely single-, dual- or multiple-boot OSs from a USB drive*. What do you mean "install Ubuntu locally?
*As long as the BIOS supports booting from USB of course. All modern BIOSes support this. If you have a BIOS which does not, boot off the Plop Boot CD which then provides USB boot support.
Next time I need to pay attention to where I install Ubuntu. If it is on an external media, like in this case, I either need to leave the drive plugged in, although I dont believe you can readily boot an OS via USB, or install Ubuntu locally.