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It does download, but when I try to open the download, my computer thinks it is an application and won't start it. I am not very good with computers, but I know that I want off the Microsoft/Windows plantation... please help.

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What version of Windows are you using? – Wilf Feb 13 '14 at 22:36
What file did you download? What version of Ubuntu is it? – irrational John Feb 13 '14 at 23:05

What you're downloading isn't an installer, it's a disc image. You can't run it from within Windows, you have to burn it to a CD/DVD/USB, shutdown your computer, and then boot from it.

Here's instructions for CD/DVDs and USB.

Once you've done that, restart your computer and change the boot priority such that the CD/DVD/USB boots before the hard drive containing Windows does. You'll then be presented with the Ubuntu installer. If booting from the media you created becomes troublesome, check here.

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Save the file, and then you can burn it to disc, or a USB, boot it, and then try it or install it.

As Ubuntu is a separate operating system to Windows, you can't open it as an app, you have to run it separately. However, if you are using Windows 7 or earlier, you can use Wubi.

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