[ubuntu] Installing 12.04 from ISO on USB Thumb Drive. Sony VAIO will not boot from thumbdrive

Pretty new to Linux. Just bought a used Sony Vaio. Dual Core E-450 APU AMD Processor 1.65 ghz, I am unable to find the motherboard or BIOS specs. I have the Ubuntu 12.04 ISO copied onto a thumb drive and when I attempt to boot to an external device, I get the message "remove disks or other media/press any key to restart" and it boots right back to windows. I have gone into the BIOS and changed the boot order (there are three options: external device, harddrive, and network) so that the external device is the priority. I have also enabled external device boot in the BIOS. On a Sony forum, it said to tap f11 repeatedly during boot to boot to a USB device, which I did with the same message "remove disks or other media/press any key to restart"

Do I need a new version of bios? Any suggestions?

Thanks!