[ubuntu] Installing on seperate hard drive NEED HELP!

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http://ubuntuforums.org – I am new to Ubuntu and I just got the LiveCD thingy to try it out on my laptop. I like it, so I decided to install it alongside Windows. But, I don't want to partition my hard drive that I have Windows on, so I got an external 250 GB USB hard drive to install ubuntu on. I have no idea how to go around doing this, because when I ran the CD and clicked on "Install", I had no idea what to do. I tried clicking on the "Something else" option and didn't know what to do. Please help! (Hardware)