Getting "boot error" when trying to boot from USB

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http://askubuntu.com – I'm wanting to try out Ubuntu, so followed the instructions for how to install Ubuntu onto a USB. I downloaded the .iso file, then the pendrivelinux 3 part process to make the USB bootable. I can see what looks like a full list of files on the USB (including the wubi.exe application and the syslinux folder). When I try to restart the computer with the USB in, I get the Dell start up screen, and then a black screen with "Boot Error" in the top right hand corner. Setup options (default) are to boot from Removable Device, then Hard Disc. USB is brand new, straight out of the packet. Comput (HowTos)