live CD terminates-(initramfs) unable to find live file sys

I downloaded Ubuntu on my HP Petn-R 1.6; 1 G RAM; 30 G free HD non partitioned.
I cannot get the download on a CD or DVD - Roxio will not accpet the ISO.
I used the live CD and it starts then immediately gives me the following message:
"(initramfs): Unable to dind a medium containing a live file system."
I am then hung and have to turn off the computer to get out.

I want to get Ubuntu loaded and set up so I can then drop all my Windows and Microsoft software programs with exception of office maybe.

I am trying ot figure out which CD to order - with all the documentation or just the download.
As yppu I'm sure you can tell I am neophite at this and haven't found anyting on the community and other helps with answers - found three with the same problem though.

Thank you for any assistance you can give me!
God bless you!
Bill Hawthorne