Don't know if it will help, but after so many posts maybe a bit of a summary/recap is in order.

1) The Ubuntu live USB is basically the same as a live CD/DVD, but on a USB stick. It is made with a software app that makes the stick suitable for running a computer from boot up. This cannot be done just by copying the disk image file onto the USB - it has to be written using the application. (I think you've got this part sorted)

2) Computers can usually be set to boot (start) from various drives, including a USB. As has been said, it's common for a machine to check for a bootable DVD/CD first as that has traditionally been the medium used for recovery in the event of an operating system failure. To run an Ubuntu stick, the machine has to be instructed to boot from USB - either by using a procedure that some manufacturers provide or, more often, by setting the BIOS options to make the machine check for a bootable USB stick before booting from the hard drive as usual.

If there is no bootable DVD or USB present then the machine will just proceed to boot from the hard drive as usual.

3) It is wise to test run the Ubuntu operating system from a USB stick several times before installing onto the machine, just to ensure that the hardware can run Ubuntu correctly (it seems that most machines do fine).

4) If the pressing f9 option described above does not boot your USB then you'll probably need to do a simple BIOS settings tweak. You have told us how you've already successfully interrupted boot and entered the BIOS settings screen (the DOS-looking stuff). It can take a few minutes to get the hang of navigating your way around BIOS. You want to go to the boot tab/section. You shouldn't need to look at BIOS version info or any other information except the list of boot options that should be displayed. When you're on the correct screen you should see a list of drives/devices. These may be referred to in a number of ways - DVD, CD, optical, removable, HDD, hard disk, hard drive, USB etc etc.

All you need to achieve (and I'm not suggesting that it will be immediately obvious how to do it) is to move USB above/before hard disk in the boot priority list. Anything else is probably a distraction that shouldn't be relevant to the task in hand.

Near the bottom of This Page is an illustration of a fairly standard BIOS boot screen. The text outlines how the options are used in this example. Yours may not be same.

Note the [Esc] to exit BIOS without saving changes option. This is your safety escape route if you get confused and are worried that you changed the wrong thing. By taking the exit-without-saving-changes option you will not break or change anything. If you keep that in mind it is safe to explore the BIOS and the menus etc.

Sorry if I'm just making things more confusing.