Live Boot Kali Linux from Kingston USB

I've been trying to run Kali on my laptop with i7 processor, because right now I only have it on my Raspberry Pi, which can be tedious since that limits some of the hacks I can learn. Anyway, when I've written the .iso from kali.org/downloads to my USB, and I boot from USB from windows 10 I get the following message

Does anybody know how to fix this problem?

I've tried using chmod 777 on it, but I can't change the permissions.