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Disclaimer: It's taken several hours trolling this forum and the net and lots of trial and error to get Unbuntu to boot from a USB Stick on a Gigabyte motherboard. Here's what finally worked for me, other gigabyte motherboards may vary. Some I hear, have no problems at all. I decided to put everthing I came across in one post, made as simple as possible to follow so others wouldn't have to experience the sheer fustration I have.

Software Needed:
HP USB Disk Storage Format Tool : http://www.softpedia.com/get/System/Hard-Disk-Utils/HP-USB-Disk-Storage-Format-Tool.shtml (http://www.softpedia.com/get/System/Hard-Disk-Utils/HP-USB-Disk-Storage-Format-Tool.shtml)
Windows 98 Startup Files             : http://files.extremeoverclocking.com/file.php?f=196/ (http://files.extremeoverclocking.com/file.php?f=196/)
Unetbootin                                  : http://unetbootin.sourceforge.net/ (http://unetbootin.sourceforge.net/)
Ubuntu                                        :http://www.ubuntu.com/ (http://www.ubuntu.com/)

Part One : Formating USB  

Step 1: Install HP USB Disk Storage Format Tool
Step 2: Unzip Windows 98 Startup Files
Step 3: Plug in your USB Stick  
Step 3: Run HP USB Disk Storage Format Tool (as Adminstrator)


Step 4: Select your USB under "Device"
Step 5: Select FAT32 under "File System"
Step 6: Check "Quick Format"
Step 7: Check "Create a Dos Startup Disk"
Step 8: Browse to your unzipped  Windows 98 Startup Files  under "useing DOS system files located at"    
Step 9: Click Start, wait until USB is formated, then close      

(NB: I tried various partioning programs, to no avail. My board only accepted the drive after it had been formatted by this particular Tool . I used 2.1.8 but any version should do)

Part Two : Installing Ubuntu to USB Stick

Step 1: Run Netbootin

Step 2: Check "Diskimage" and browse to your downloaded Ubuntu .iso file
Step 3: (Advised : optional)  Input number of MB's for preserved files (If over amount on USB defaults to max possible : Allows changes by user to stay between boots)
Step 4: Select your USB stick under "Drive"
Step 5: Click "OK"
Step 6: Close Netbootin when finished

Part Three : Configuring Bios Settings

Step 1: With USB still plugged in, Reboot
Step 2: Press Delete to bring up BIOS
Step 3: Under "Intergrated Perpherials" check "USB Storage Function" or "Legacy USB Storage" is enabled. If not enable, save, and press delete on reboot to bring up BIOS again
Step 4: Under "Advanced Bios Settings" change "Boot Priority" so USB-HDD0 is first
Step 5: Under "Advanced Bios Settings" change  "First Boot Device" to USB-HDD
Step 6: Save and exit

Part Four : Booting into Ubuntu with USB IMPORTANT!!! Must be done for EVERY Boot

Step 1: On booting, Press F12 to bring up Boot Menu
Step 2: Select +Hard from Menu (IMPORTANT!!! : DO NOT select USB-HDD )
Step 3: Select USB-HDD0 from drop down list that appears.

FINAL Step : Enjoy playing with Ubuntu.

FAQ

Q: Is part one really neccesary ?
A: Not with every board I suspect, but on mine the BIOS is fussy enough to trigger a BWS event that freezes just before the DMI pool data is verified. I have no way to explain this, since I'm not an IT guy but I would think that the format is changed by Unetbootin anyway  ???

Q: Why do I have to do all this rigamarole to boot a USB on a gigabyte board?
A: All boards are capable of BWS events (Bookoo Weird Shit) which exist for the sole purpose of agravating users  .. Apparently the designers of Gigabytes boards thought this was a good thing  ::)  

Q: I went in to my bios and now my computer won't boot at all why are newbie morons like you giving bad advice?
A: I may be a moron but at least I know how to clear the CMOS using the supplied jumper on the motherboard. ;)