The last I heard, WUBI didn't work well on UEFI installations; however, I don't follow WUBI very closely, so that may not be accurate. If it is accurate, your best bet is to ignore any WUBI-style boot options and instead boot the Ubuntu CD/DVD directly using the firmware's boot manager (usually accessed by hitting a function key soon after you power on). You may see two CD/DVD device entries in the list; be sure to select the one that's marked as being for "EFI" or "UEFI" and not one that's marked as "BIOS" or "Legacy." Once the installer is booted, I recommend dropping to a shell and checking for the presence of a directory called /sys/firmware/efi. If it's present, you've booted into EFI mode; if not, you've probably accidentally booted into BIOS/legacy mode. Do not proceed with installation in BIOS/legacy mode. Although you can get it to work this way, you'll need to jump through some extra hoops, so it's better to go back and at least try to get the installer started in EFI mode.

Ubuntu 12.10 does support Secure Boot, but this is a brand-new feature and so it may yet be buggy on some systems. If you want to eliminate Secure Boot as a possible source of trouble, you can certainly disable it using your firmware setup utility, but the details of how to do so vary from one system to another.

FWIW, part of the problem with UEFI systems right now is that, despite a strict and detailed UEFI standard, manufacturers are introducing their own unique bugs, quirks, and idiosyncratic ways of doing things. It's like a cross between the Wild West and the Soviet Union. The point of this is: If you get a computer and it's giving you too much grief getting the Ubuntu installer to boot, return it, and make it very clear why you've done so. You might end up with something a little less mind-bendingly dysfunctional. FWIW, I've seen more problem reports about Sony and HP machines than most others, but I don't know if that's because they're worse than others or because they're more popular than others.