They say, "A picture is worth a thousand words", so I'm going to give you links to videos, on how to do this.
1.These are 1 and 2 of 7. I started with them, so that you may check and see if you downloaded Ubuntu, and burned it correctly. Not doubting your skills, just a checklist kind of thing.
A.http://www.youtube.com/watch?v=eah7QXPOPrY
B.http://www.youtube.com/watch?v=-FOBxbXoPdw&feature=related
2.Video 3. Booting Ubuntu from a Live CD.
http://www.youtube.com/watch?v=ZOMwcEDqig8&feature=related
You may want to look at videos 4 through 7 also. On the right you will see Related Videos. The ones that have -> tauheedul <- are the ones from this series of videos. (Robin 'Roblimo' Miller)