If you're not sure which device to choose, simply ask here and post a screenshot of the prompt and I will help you chose. Use space bar to select/unselect devices and hit Enter to continue once the proper device is selected. When prompted for install devices, select your internal drive (something like 'sda' or 'sdb', but not a partition like 'sda1' or 'sdb5') as an install device.
This command will ask you some questions, the first two will be about the 'linux cmdline' leave those at their defaults (the first may be blank, that's normal) and continue by pressing Enter. If that is the case, you should solve it by booting your Ubuntu installation (by plugging in the USB drive) and running sudo dpkg-reconfigure grub-pc. ' it sounds like grub's boot sector was installed to the USB drive rather than to your internal drive. Based on your comment, 'I inserted the USB disk with the Ubuntu image and I could see the grub menu, but when I remove the disk the menu disappears.
