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Download Remix OS (http://www.jide.com/remixos) and Ubuntu (http://www.ubuntu.com/) (if you do not have it installed)
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Using Rufus (https://rufus.akeo.ie/) copy Ubuntu to a USB stick and boot from it. Click Try Ubuntu after it boots.
Ubuntu has correctly booted in this picutre
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Open the files application and go to the directory that Remix OS is located and copy the path.
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Open a terminal and run the following commands
mkdir ~/RemixISO
mkdir ~/Remix
Sorry, but this method doesn't work for me, here I've found a guide to install Remix OS on UEFI Secure boot, hope it will also work for other users.