I recently downloaded and burned Ubuntu 10.04 to a CD. I installed it, at least that was the feedback I got from the computer. When I started up the computer again, Ubuntu didn't boot up and I found out that Ubuntu wasn't installed after all. Is it possible to get an Ubuntu Xd / DVd ? I assume the download is a demo file only now.
If it told you that it installed, then it almost certainly installed.
If you installed Ubuntu, and then rebooted to find that it appears not to be installed, that almost always means the GRUB2 boot loader did not install properly.
You can fix this by reinstalling GRUB2 to the Master Boot Record using any of these methods.
(Or see here. Please note this applies even when the cause of the problem is not a recent Windows installation.)