Installing Ubuntu

[tombstga at comcast.net]

I have now downloaded Ubuntu three times (version 6 and 7) from the same 
  mirror site, made several CDs and one DVD and can't make it run. Upon 
reboot I usually get "Error reading boot CD" on any of the choices. I 
once got the Memory test to work. I also note that on the CD I made that 
the "Ubuntu.exe" (I think that's the file name) had zero bytes.

I'd like to try this new system, but am having a terrible time getting 
going.

I'm running XP on a 2 year old HP Pavillion.

Any suggestions? Please help!!

Tom