Just install Ubuntu. Couldn't be easier.
What's most likely the problem?
If you do that ok, you'll be able to boot from the cd. Once you get to boot it, choose the option that lets you do a check on the entire cd, so you are sure there aren't errors on it (so there are no broken packages, and that kind of thing). Only after that, start the live cd, and then install from there.
I used this to make my last Ubuntu disk: http://isorecorder.alexfeinman.com/isorecorder.htm
Then you can follow this guide on how to burn an ISO image to a CD: http://dai-videotutes.blogspot.com/2007/07/ifrarecorder-burn...