As for BIOS, it's safe enough if you're careful. If you panic at any stage just choose the option to exit without saving changes and start again. I understand how nerve-wracking it is first time, but take it slowly, read carefully and you should be fine.

Just remember that exit without saving changes option.

By changing the boot priority you won't stop your machine from booting from the hard drive, so you won't break it. It just changes the order that the netbook looks for the boot files. Obviously if it's checking the hard drive first and finding boot files it is going to boot into Windows and your USB Ubuntu won't get a look-in. What you need is for the machine to look at the USB first. If there isn't one plugged in it'll check the other devices in the order they are set in BIOS. If there's nothing else to find it'll just boot from the hard drive as before.