In the partitioning step when you installed Ubuntu on the external hard drive, there is a special question of where do you want to install the GRUB bootloader. The bootloader is usually installed to the internal hard drive and that was probably pre-selected for you... but you should have changed it to put GRUB on the external drive with Ubuntu. Had you done this, then the laptop would really not even know about Linux, and Windows would boot normally.... but if you wanted to boot Ubuntu, you would probably have to hit some special key (ESC, or an F-key) before Windows starts so you could choose the USB drive as the boot device. Or you may could change the boot order in BIOS so that USB will boot first, and that might also boot Ubuntu before Windows. This is the normal and easiest way, and it is also basically how you boot the USB thumb drive too.
So, Windows boots when your external hard drive is plugged in because the GRUB files are stored on the external drive, and GRUB knows what to do... but the bootloader itself is stored on the internal hard drive with Windows. When you unplug the external drive, GRUB is lost without its configuration files, and it can't boot anything. If you don't mind leaving the external hard drive plugged in all of the time, you can leave your setup like this and it will work fine. But below I will describe how to get things back to normal, but it will take some time and effort.
Step 1. You need to restore your Windows bootloader. This is important.... do not skip to Step 2 below or you will not be able to boot Windows at all. Because you now have to work on your internal hard drive, I would again remind you to back up anything that may be critically important from your Windows drive while you can still boot it. This is the point when things can go bad, and we don't want you to lose important data. I will explore Google for other methods of restoring the Windows bootloader, but the one I am most familiar with is using the Windows installation DVD. The problem is that many people do not have the WIndows install DVD.... do you? If you do not have the Windows 7 install DVD, did you make "Windows Recovery Disks" from within the Lenovo built-in applications? All major brands let you make a recovery set (DVD, or sometimes USB) and this is really a good idea. If you don't have a set of recovery DVD's.... boot into Windows and see if you can make them now (it may take up to 4 or 5 DVD's). The thing here is that you do not want to really do a full recovery (which would erase Windows and reinstall it like new)... you want to access a special tool from the recovery menu called bootrec. This tool is used from a Windows recovery command prompt and it will restore your bootloader. So for now, I will wait to see if you have the Windows 7 install DVD? That is my most familiar method, but maybe others will jump in with some better advice while I Google for more info too.
(Save this step below for after you get Windows booting properly again.)
Step 2. So it doesn't seem like Ubuntu is broken, but it is. You need to boot your thumb drive again, and reinstall Ubuntu to you external hard drive just as you did before, but be sure to find the part about the bootloader and tell it to use the external drive instead (this is probably /dev/sdb... but it could be different so you must be sure). Also in the partitioning, tell the installer to "use the entire disk" (of the external drive) so that it erases your previous Ubuntu install. When you finish this, you can boot your Ubuntu on any computer that will boot on USB, not just your own laptop. It is a very convenient method. (There is an easier method than this, but installing Linux is good practice too. So let me know if you'd rather go the easier method... after you get your Windows fixed properly.)