Your BIOS has secure boot configured. This is a newer feature introduced with EFI that allows installed operating systems to "register" themselves with the bios. The bios will then only allow those OSes to be launched. It also, by default, refuses to boot from external/removable media.
You should find the secure boot options in your bios settings near where you configure boot order. Simply turn secure boot off. Do not turn EFI off as you may need EFI to boot Ubuntu (if it was installed with EFI turned on, the Ubuntu installer defaults to EFI mode for the bootloader).