1. On the 'Installation Type' menu, select 'Erase disk and install Ubuntu' (don't worry, we will change this to dual boot in a later step).
2. Next, click the 'Advanced features...' button.
3. Select 'Use LVM with the new Ubuntu installation' and check 'Encrypt the new Ubuntu installation for security'.
4. Click OK. Return to the main setup screen and select the first option:
"Install Ubuntu alongside Windows Boot Manager"
5. Proceed with the installation to set up your encrypted dual boot system.
Watch this video tutorial for a visual walkthrough: