It would appear that the Linux boot loader, GRUB, did not get installed. I don't use Live CD's or USB so I don't know if this is typical behavior from that media.
Having said that, booting again from the install media and reinstalling GRUB would do the trick. While running live you may then be able to open a terminal and issue
Of course, please make sure you've backed up your Windows data before you reinstall GRUB.