Sorry if the question sounds stupid in some way, I'm completly new to Ubuntu, never even actually installed it and that's the problem. I just downloaded the installer, not the wubi, but the one named 'ubuntu-12.04-desktop-i386', I understood that I'm supposed to save the installer to a CD or flash-pen. Since I have no CD's I copied the file to the pen. I restarted the PC pressed F8 for the booting screen and I select the USB, and I don't recall what was the error, but it simply said that there was no data to boot from the pen and that I should press any key to reboot. I tried again some more times and still nothing. Since I have two hard disks I copied the installer to on that is empty, where I actually want to install Ubuntu. So I copied, restarted the PC, boot menu, select the hard drive where the file was on and it says that it's missing 'bootmgr', my question is what I'm doing wrong?
Copying the ISO file to a USB or hard drive won't work. To create a USB installer, I highly recommend using Unetbootin. Select Ubuntu and 12.04_Live, the letter for your USB drive, and let it download the ISO and "burn" it to the USB on its own. Alternately, as the below screenshot shows, choose the "Diskimage" option to use a pre-downloaded ISO: