After few hours of frustration I could finally double boot my new computer and I thought I should share it so that no more people suffer!
This information is for those who have Windows 7 and wish to have Ubuntu systems as well.
1. Partition your windows system and make space for Ubuntu: http://windows.microsoft.com/en-us/windows/create-format-hard-disk-partition#create-format-hard-disk-partition=windows-7
2. Download Ubuntu on your USB following theses steps: https://help.ubuntu.com/community/Installation/FromUSBStickQuick
3. Restart the computer and soon you see the logo press F1.
4. When you enter the BIOS system make these settings:
Startup -> UEFI/ Legacy boot (both) -> UEFI/Legacy Boot Priority (Legacy first)
5. Restart the computer while the USB installer is in and press F12. Now you will see the option for installing Ubuntu.