Have you tried another method?
I would highly recommend you read this excellent guide here from Ask Ubuntu experts first
Upgrade to 12.04 guide
Are you using Ubuntu 11.10 now?
For my pcs that I support and help with I tend to use the terminal to upgrade.
However this may not suit you if you do not like to use the command line in Terminal.
If that is ok, then this may work for you.
I open the terminal (ctrl-alt-t) and type the following
sudo do-release-upgrade -d
and then follow the prompts. You will need to stay near your pc as you may get asked questions about defaults and any other software you have installed that you have installed.
This will take a long time dependent upon your internet connection and speed of your pc so be patient (if using a laptop/netbook...make sure it is plugged in!)
However it has always helped me upgrade easily from each version of Ubuntu.
Usual caveats/warnings apply about backing up any valuable data BEFORE you upgrade just in case.