There is a guide here for installing from a USB:
Basically, Download Pendrive Linux, install it and open it.
Select Ubuntu Desktop Edition, for the version you downloaded (12.04),
iso image. Go back to the PendriveLinux window, and then select your USB drive. Make sure that you have no data on it you want, as it will probably be wiped. It also needs to be larger than the image file.
Also, if you have a blank DVD, and a DVD reader & writer, right-click on the image, select Burn to Disc.
Guide here on that as well.