Can't find iso file to burn CD

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http://askubuntu.com – I want to use Ubuntu to format an external HDD to EXT3, but not to run on my PC. I downloaded Infrarecorder and the windows installer download on the Ubuntu download page. after rebooting Infrarecorder shows up in my program list but not Ubuntu (although when re-booting I was prompted if I wanted to use Ubuntu or Windows as my OS). In my Ubuntu folder there is a zipped installation file, so apparently Ubuntu is not running on my PC. Should I unzip and install this file and then select the image file to burn on CD, or would I be better off uninstalling the windows version and downloading the de (HowTos)