How to use Ubuntu 12.10 from a USB stick in a Lenovo ideapad G580 with Windows 8?

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http://askubuntu.com – I have a Lenovo ideapad g580 with Windows 8 from the box. When I insert a USB stick with Ubuntu 12.10 64-bit, it is just giving me to try it, not to run it from the USB. When I put it on my other laptop it is just running and I can save data and files, and when I shutdown the laptop the data aren't deleted. And on the Lenovo when I work on Ubuntu, all the data after restarting the system are deleted. (HowTos)