How do I burn ubuntu to a cd so I can run it from the disc instead of having it saved to my harddrive?

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http://askubuntu.com – I need to use ubuntu for a class project but don't want to have it installed on my computer. I was told I could burn it to a disc and run it from there. How do I do that? I put the windows installer on the disc already but when I go to download ubuntu from that program, it asks me to make a password and user name and the only option it gives for location is my C:\ drive. (i'm using windows7) and my disc drive is D:\. (HowTos)