Ubuntu Dual-Boot with Windows 10 Not working

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Guest

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I am trying to dual boot Ubuntu 15.04 with windows 10. I have a live 14 GB Lexar USB drive with the Ubuntu files that I am booting off of. I boot on to the USB drive in UEFI mode. When I select install Ubuntu I get an error message. I have already re-imaged the USB drive several times.
Specs:
Motherboard: GIGABYTE 970A-UD3P
CPU: AMD FX 6300 3.5 GHZ Black Edition(not overclocked)
GPU: NVIDIA EVGA GTX 750 Ti FTW(not overclocked)

The Error is "Unable to find a medium containing a live file system" ????? What does this mean I had my USB plugged in the whole time.
 
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Guest

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I used penrive linux and it is plugged into usb 2.0