Installing Ubuntu Linux Help.

Hello everyone I downloaded the Ubuntu Linux OS from their site.
and burned the .ISO to my USB and made it bootable etc. using UltraISO well I put the usb on my computer my computer currently does not have an OS
Well I'm installing ubuntu but theres a problem I'm at the "Prepare partitions" screen and It has the following

Device Type Mount Format? Size Used

I'm guessing this is where you choose to install the OS?
well the problem is nothing shows up it's all blank!
and it the bottom it has the following buttons

"Quit" "Back" "Forward"

When I click Forward it gives me the error
"No root file system is defined. Please correct this from the partitioning menu."

I don't know what to do.
Anyone help? =(

Edit:
When I click Quit installation It takes me to the ubuntu start up.
But I think t runs off my USB.

 

Hey Frank lol.

If your on windows try out Wubi, it will install Unbuntu for you automatically.

 

well like I said my computer does not have an OS atm.