First, make sure the image was downloaded correctly by checksum comparison. To do this, you need (a) the MD5 hash of the Ubuntu image you downloaded and (b) a MD5 checksum computer for Windows, e.g. WinMD5.
Should the sums not match, the image was downloaded incorrectly. This can happen easily. Redownload the image in this case. I recommend using the BitTorrent download, as the BitTorrent protocol already does checksum comparisons while downloading. If a chunk is transmitted wrongly, it is requested again and not the whole file needs to be re-downloaded, which makes the download both safer and faster.
Second, if your computers indeed support booting from USB, ensure that the USB Legacy Emulation (or something of that kind) option is disabled in the computer's BIOS setup, if this option even exists.
If your computer doesn't support booting from USB, use a boot loader that supports it, like PLOP Boot Manager, burned on a CD (PLOP even fits on a floppy, if anyone remembers those) and boot the USB via such a boot loader.
If indeed only the creation of the bootstick fails, try another utility, such as UnetBootin or PendriveLinux. I've experienced the first one to work very well (at least on my Linux box) and heard mostly positive things about the second one.