Ubuntu – “PXE-E61: Media test failure” installation boot problem with Ubuntu

For the first time in my Life I am installing an OS.
I installed it properly using a USB. After the installation, it asked to restart. On restarting, two things are happening:

1. I restart with the pendrive
   It is asking me to select one of the four options-

   Try Ubuntu without installation
   Install Ubuntu
   OEM install (for manufacturers)
   Check disk for defects
   

2. I restart without the pendrive
   It says-
   PXE-E61: Media test failure, check cable
PXE-M0F: Reboot and Select proper Boot device.

Please help!!