It seems that you can't use wubi with EFI enable.
Try to disable EFI from your bios and do the followings:
Installation with wubi: requires to resize your NTFS windoze partition from Windoze Disk Management to make free space and then you must create a second NTFS partition for Ubuntu, Note that wubi will install Ubuntu on the second NTFS partition and Ubuntu will be slower since NTFS is not a GNU/Linux file system, you will see the instructions just choose what you want, dual boot etc.
Installation without wubi with EFI enable: requires to resize your NTFS partition of windoze to make free space for Ubuntu and set your pc bios to boot from the cd now all you need to do is boot from cd and follow the instructions, is pretty straightforward, will also ask you about dual boot.
Ubuntu on Ext4 partition is much faster since is a file system for GNU/Linux.
Installation without wubi is the best way to go. (recommended)