Could you lease clarify your problem? Are you able to download the Ubuntu 12.04 .iso file?
If not please go to ubuntu.com and follow the downloading procedure. If downloading fails please try another web browser and check that you download is not automatically being downloaded to a folder, usually the "downloads" folder. Note that you CANNOT download ubuntu directly to a cd, you must first download it to a hard drive, then burn it on a cd using a cd burning tool.
Once you have a cd with ubuntu on it, you must put the cd in your computer's cd drive, and then turn off your computer. Then turn you computer on again, if you are lucky you will get a ubuntu loading screen and you can skip the next paragraph, but if windows starts normally turn off you computer and read it.
Turn on your computer and and PAY ATTENTION! Before windows starts loading, you always get the bios screen, although only for 2 seconds or so. It usually displays the brand of some of your hardware, in my case Acer since I use an Acer laptop. There it will also say "Press xxxx to enter boot/bios menu" or something similar, where xxxx can be Esc, F2, F12..... Once in there navigate to the boot order, and make sure the cd drive is the first in the list. Once that is done select "save changes" and exit the bios.
If all goes well up to this point, You should get a Ubuntu screen with a few options:
Install Ubuntu while wiping out all other data(make sure to have a backup of ALL your data if you select this, as you WILL lose all of it).
Install Ubuntu beside Windows while conserving all data(dual boot, do your research)
Try out Ubuntu without installing it (no permanent changes, highly recommended so you can decide whenever you like Ubuntu or not)
Which ever options you chose you will get on-screen explanations from this point on.
Good luck with your installation, please ask again if you need help!