Downloading Ubuntu to Computer with No OS

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http://askubuntu.com – I recently got back my computer from a hard drive breakdown. I got back the computer with everything except an operating system. I was hoping to be able to download Ubuntu to at least have an operating system, but after burning Ubuntu to a DVD, my computer will not recognize an operating system on the DVD. What do I need to do differently/add to the DVD to make things work? (HowTos)