Ubuntu Guide shows you how to create a bootable Ubuntu 12.04 live USB stick on Windows

The Ubuntu live-usb created by ultraiso or unetbootin wont boot due to the new image file since Ubuntu 10.10. It can be solved by replacing vesamenu.c32 file or editing syslinux/syslinux.cfg to add # before default vesamenu.c32. Theres a program Image Writer that can create bootable Ubuntu live-usb without this problem.

  Create Bootable Ubuntu 12.04 Live-USB on Windows