Look in /media for your drives. Single click each drive you see. Once the icon is highlighted, right click and see if the drive is mounted. If the “unmount” option is offered, select it. Once ALL the drives are unmounted, proceed to:

open a terminal/console

type

su gparted

or

sudo gparted

when gparted opens, on the right side of the windows is a drop down devices list.

Carefully select the USB drive. The disk(s) will spin for a moment while information is gathered.

The ‘use bar’ will show, if you want to format the usb drive, click anywhere inside the bar, then right click, you will be offered the formatting options. Do set the disk label to MSDOS (maybe: MS-DOS). Answer yes to destroying …

While the disk is formatting, do nothing else. Let it work. A few minutes later, you will have a newly formatted drive.

Once that is done, reboot. If your desktop has the USB drive icon on it, check the permissions by right clicking on the icon. If permissions aren’t yours (they would read: user:root and group:root), close the properties box. In Ubuntu do

Alt-F2 and type gksudo nautilus.Enter your password when asked. When that screen comes up, find your USB drive. Right click, click permission, change them to your user and group-user names. Select Apply Permissions button. Wait a few moments.

Close Nautilus.

You are done.

I would recommend to create a new partition on your ext hd, so you can use it as normal.
Then record the disk id (new partition) you have created.
Insert your Ubuntu installation disk, then follows installation guide.
When you arrive to partition manager, simply point the installer to this disk id, leave the installer to set the SWAP/FS for you (auto 5% SWAP that is far enough, rest 95% is for Ubuntu).
Then it goes automatically…

After finishing, if you un-plug your ext hd, Windows will start (if that is the standard op system) and Ubuntu if ext hd is plugged.

Be careful that you might need admin rights on your pc/laptop to modify bois set-up as you need to have the USB-s enabled and to change the order of boot devices, so you have usb first, then int hdd (or whatever).

HTH,
Cheers,
Olivér