The question you have asked is one that occurs frequently. The difficulty we have answering your question is that it is hard for us to determine from what you have written in your question what steps you actually performed.
The following questions and suggestions are an attempt to better understand (and fix) your problem.
Since this problem occurs frequently, there is also a great deal of help information for it. The first thing you should do is look at this BootFromCD article in the Ubuntu Community Help wiki.
While the first three topics in that help article have already been raised in earlier comments or answers, I'll review them again to make sure these possibilities have been considered.
- CD/DVD was not burned properly
We need to verify that the media you are attempting to boot from was created correctly. I assume you have downloaded one of the these two Live CD ISO images:
An ISO image file is similiar to an
archive file in that it is actually a large number of separate files and folders which have been stored in a single file. What you want to burn to a CD is the content of the ISO file, not the ISO file itself.
The screen captures in this section say it all. If you open the CD/DVD you created with the file manager of any operating system, what do you see?
If you see just a single ISO file (as illustrated by this "Incorrect" screenshot) then you burned the CD/DVD incorrectly. Please try again after looking over the information on this BurningIsoHowto page.
BIOS is not set to boot from CD or DVD drive
My understanding from one of your comments is that your system uses an Intel DG31PR motherboard, correct? If so, then by pressing
F2 when your system boots you will enter your BIOS configuration where you can make persistent changes to your BIOS settings.
You can use this method to change the boot priority settings for your devices in your BIOS.
PC requires you to hold down or press a key to boot from CD
The other approach you can use with a
DG31PR motherboard is to temporarily change which device the BIOS bootloader boots from. I prefer this method because you do not have to make persistent changes to your BIOS settings. The change only applies to the current boot.
To do this press
F10 when your system boots. A menu similar to the example below should appear allowing you to (temporarily) select your CD as the boot device.
Could you please look at these suggestions and update/edit the body of you question to let us know whether they helped or not? We need to make sure that your install media and BIOS boot device selections are correct before we can consider other possibilities.