How Do I Boot o/s from External Hard Drive? Need Advice

I got Windows 8.1. I want to try out Ubuntu o/s by booting it from my external hard drive. Anyway, I went into the BIOS and changed the boot order of devices to boot from external devices first. But when I restart my laptop with the external hard drive connected via USB, it boots straight to the desktop instead. What am I doing wrong?

Is the Ubuntu drive an MBR drive? If so you will have to go into your bios and turn off Secure Boot and also set the boot type to CSM. Windows 8.x is UEFI so every time you want to boot something that isn't, you have to change the setting in the bios.

Edit: Which also means that to boot to W8 from the internal HD again, you have to go into the bios and set it back to UEFI or it will not recognize the internal HD as being bootable.
You may also wish to turn secure boot back on. It is up to you.