First, you will need to download the current version of Ubuntu Server . A 64 bit version is recommended, but you can also download a 32bit version Here. Once downloaded you need to create a bootable CD/DVD or USB flash.
Once done, put the disc in your drive, or insert the USB flash, and reboot your machine. Make sure that you set your BIOS to boot either from the CD/DVD or USB flash depending on which installation method you choose.
Once booted, just follow the steps shown in the images below.
On the first screen you can choose you language of install (Screenshot 1).

Select Install Ubuntu Server (Screenshot 2).

Select the language used for the installation process (Screenshot 3).

Select your geographical location (Screenshot 4).

Configure your keyboard. I choose no to manually choose the keyboard (Screenshot 5).

I choose the English (US) for country origin (Screenshot 6).

I choose the English (US) keyboard layout (Screenshot 7).

At this point the system will detect the hardware to find a CD-ROM drive (Screenshot 8).

At this step, the installation will detect and load any additional component (Screenshot 9).

At this step, the installation will detect the network hardware (Screenshot 10).

Type in the host name you want to configure your server as (Screenshot 11).

Type in the user's name (Screenshot 12).

Type in a password for the username (Screenshot 13).

Choose whether to encrypt your home directory or not. I recommend selecting No I recommend selecting No because it makes it easier to do recovery if needed in case a corruption of data happens (Screenshot 14).

Configure clock, and time zone (Screenshot 15).

At this point, the installation is detecting disks, and other hardware (Screenshot 16).

At this stage is were you partition your disk(s). Select Guided as it is the default method (Screenshot 17).

Select the partition of your choice, is this installation its the SCSI1 (Screenshot 18).

Select Yes to start writing the changes to disks, and configure LVM (Screenshot 19).

Answer Yes to actually write the changes to disk (Screenshot 20).

The installation is copying data at this stage (Screenshot 21).

At this stage the installation is configuring Apt Sources.List (Screenshot 22).

This is were you can configure a Proxy. I select Continue since I'm not using a proxy (Screenshot 23).

The installation is selecting the software being installed (Screenshot 24).

This is where you configure how to install updates. I choose the automatic method (Screenshot 25).

You can choose one these option at the time of install or later. if you select continue, you can manually choose what you want to install later (Screenshot 26).

Cleaning up is being done (Screenshot 27).

Starting the installation of Grub (Screenshot 28)

Select Yes to install grub to the Master Boot Record (Screenshot 29).

Finishing the installation. Select continue and remove the disk or USB (Screenshot 30).

You're done. Reboot your machine, and type in your username you created earlier, and your password to login. That is it, you are now logged in to your new Ubuntu server!