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I am setting a dual boot with W10 and Linux Mint.
These are the steps I followed:
1. I had W10 installed in the HD.
2. I added a SSD, and unplugged the HD (with W10)
3. I installed LM in the SSD.
4. Plugged back the HD.
5. Booted up. W10 loaded.
6. I installed rEFInd in the S drive (where the EFI directory is located).
7. I get this error you see in the image.

In the BIOS, Windows Manager was setup to be the first boot. Ubuntu as the 2nd (Linux Mint shows as Ubuntu here).
After that error, I swapped them up. So now Ubuntu was the first boot.
This allowed me to load LM.
I just installed rEFInd via the PPA in LM as adviced in the rEFInd instructions. Hopefully this will do the trick.
I'll reboot now... wish me luck!

- - - Updated - - -

It worked! :)
From now on, I'll just install rEFInd via the PPA in LM.

Hopefully this could help someone.