Burn the Downloaded Ubuntu File to a Blank CD
After you have checked the integrity of your downloaded file with md5gui or md5sum, you are ready to burn your Ubuntu file to a blank CD-R.
I mentioned earlier that the Ubuntu file is an ".iso" file. An ISO file is a disk image and you have to burn it to a CD in a certain way for it to work. You need to have a program that can burn disk images to a CD. Windows does not come with a program to do this. If you don't already have a program like Nero or Sonic RecordNow!, you can download a free program called CDBurnerXP Pro.
UPDATE: Also see this page for alternate instructions on how to burn an ISO file on different systems.
Here is a screenshot of the properties of the downloaded Ubuntu file. To view this properties window I just right-clicked on the file and chose "properties" from the context menu. In the image below I've highlighted the parts that show that it is an ".iso" file.
In the following examples I am using Sonic RecordNow! to burn the disk image to the CD. If you use another program like Nero or CDBurnerXP Pro, the process is similar. Just be sure to choose the option that says something like "burn disk image to CD".
Here is what it looks like in Sonic RecordNow!
Don't use the computer for other tasks while the CD is burning. Burning a CD takes up a lot of memory and it works better if you don't do other tasks while the computer is burning a CD.
As soon as the program finishes writing the CD, just label it and you are done. The next page shows screenshots of the Ubuntu live CD in action.