Problems with run from USB installation creation and lack of option to run from USB

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http://askubuntu.com – dI wanted to use and try Ubuntu from a USB flash drive so I used the Universal USB installer from PenDriveLinux. I selected ubuntu-12.04.1-alternate-amd64.iso since I have a 64bit processor on an HP 2760p. I saw no other 64 bit choices. When I booted from the USB drive, the only alternatives pertaining to running the OS were "Install" and "Rescue ...". There was no alternative to "Try" the OS from the USB drive. I was afraid to choose install for fear it would ruin my windows installation. What should I do? Prior to this there were other problems. If I downloaded an ISO version of linux (HowTos)