Ok - in that case it wont be a small claim, as those are limited to £10,000 or under.
You have 2 options:
1) Judicially review the decision of the Ombudsman
This is where the High Court examines the decision made to see whether it is legal and reasonable. A Court can either agree with the decision or send it back to the Ombudsman for further consideration.
More information on Judicial Review can be found here:
2) County Court
You could issue proceedings which can be done online: www.moneyclaim.gov.uk or you can do this by using form N1:
Given the matter is for £20,000 then it would be a 'fast track' trial. This means that if for whatever reason the case is lost, not only would you be liable for your own costs, but those of the other side.
Can I clarify anything for you about this today please?