Since I don't have a usb stick available right now, I followed the instructions from this video :C: drive is pretty much synonymous with Microsoft speak for hard drive , so are you saying you put an iso straight onto your hard drive ?
Normally you use unetbootin to put an iso on a usb stick; boot from the usb stick and proceed to install to hard drive. unetbootin may also not be one of the best tools to put an iso onto a usb stick .
I followed this:Here's the user manual.
Go to page 8 section 2 and it tells how to install MX Linux ans how to create bootable media.
Welcome to Linux.org
I was using a different partition to install linux and was burning unetbooin in the windows partition.the above by condobloke is the best way of doing it. you will have a problem if you burned unetbootin to the partition you want to install linux to! in theory (never done it myself) if you set up partitions with a spare one of appropriate capacity to install to and unetbootin on a small separate one maybe could could install ? safer to do what condobloke recommends
out of interest looking back at image 3 , what do you get if you back text to get rid of "exit" and you type :
eg: grub > ls