Installing a Dual boot on MSI Motherboard with GPT disk

I am attempting to install a dualboot (Ubuntu on top of Windows 10) to a PC I have just built myself. I have no problem installing Ubuntu, its just I am unable to setup my computer to boot into it afterwards. During the instalation I am told that the GRUB does not install properly and I also hit errors when trying to run a boot repair program in terminal. I am creating the installation using Rufus, and making use of the MBR parition scheme. The Disk I am creating it on is GPT, but when I try use this partition scheme in Rufus an error scheme comes up when I try boot this from a USB stick. This is shown in the next image (and note my bios mode is set to UEFI). For reference my motherboard is a "MSI B450 TOMAHAWK MAX Motherboard ATX". What is the best course of action to take? I found some videos that showed how to convert my from UEFI to legacy boot and to change my disk to a MSB partition, would this be the best solution or will this create further problems down the line?