installing Ubuntu 12.04 failing

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http://askubuntu.com – I am frustrated. I can't get Ubuntu Installed. I wrote the .ISO file into a DVD and booted from it. I choose wubi.exe file. I selected Demo Install but the system reboots quickly without copying any files, then it restarted, and booted from CD. I have 3 Choices. Installing Ubuntu along side windows ,replace windows with Ubuntu, and something else. When I choose Installing Ubuntu along side windows, my PC restarts and does not do anything. When I choose something else, I see a page for installing Ubuntu in a partition. I choose a partition ,and change the format of this partition to Lin (HowTos)