Need help installing Ubuntu onto a flash drive?

[Totakeke123]

I just recently downloaded and ran UNetBootin from Within Windows Vista (don't worry, though, I'm posting this from Linux :P) and I need to know what to do next? I get to the part where the dialog tells me to reboot, I reboot, and then I don't know what to click when I get to the UNetBootin menu. It has things like "Default, Try Ubuntu(etc), Install, etc." The website's making it sound pretty automated, but no matter which option I select it just takes me to the desktop and I'm not sure what to do next. Do I run the install as if I'm installing Linux normally? Is it supposed to be automated? (The website says it needs to download a lot of stuff, but nothing's downloaded yet.)

Thanks a lot for the help. Here's the link to the website http://unetbootin.sourceforge.net/