I figured it out.  Clicking on the key was the problem.  The solution was to click on the key to bring up the one time boot menu.  Then the install went quick and easy and Ubuntu is up and running on my new Dell. 
Hello, I just received my brand new Latitude e7450, what a beautiful machine.  I'm trying to install Ubuntu 14.04 and am having trouble.  I want to wipe windows off the machine and use Ubuntu as the only OS. Here's what I've done so far. I downloaded Rufus to create a bootable USB drive, then downloaded Ubuntu 14.04. When the download was complete, I used Rufus to create a bootable USB drive with the 14.04 iso. I did this on my Lenovo T530 last night. Today My Dell Latitude e7450 was delivered. I fired up the Dell and went through the initial Windows setup, then shut down. I inserted the USB drive and re started the Dell. When the Dell logo appeared, I pressed the key, then the to bring up the boot menu. The left side had the boot options, HDD, USB, DVD, and HHI (or something like that) with all the check boxes checked. I turned off all the boxes except USB. The right side had a box where you could change the boot order. I left that unchanged. I clicked on apply, then exit. The machine ran for a few minutes with a blank screen, then a blinking cursor appeared in the upper left corner. From here nothing happened. I pressed the key and the boot menu returned. This time I changed the boot order to show USB first. Then clicked apply and exit with the same results. I don't know what I'm doing wrong.  Any help would be greatly appreciated.  Thanks,  john 
Need help installing Ubuntu