Got problem with installation. "No root file system is defined."

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http://askubuntu.com – I'm very new with Ubuntu and generally with linux. I saw ubuntu and it seems like this OS is really good and stable, and so I decided to install it alongside my windows 7 OS. I have a few problems with the installation. Here is what I did: I downloaded the 64bit version from Ubuntu official website, and burned it on a dvd. I set the boot sequence to first load from my CD-Rom. Ubuntu installation started, and I chose "Install Ubuntu" in the menu. (where there is also a "Try Ubuntu" option) I clicked forward until I got into the installation type screen As you can see, the installation won (HowTos)