Here's a quick check list-
BACK UP FIRST ANYTHING IMPORTANT IN XP OR WINDOWS 7
MOST NEW COMPUTERS ALLOW YOU TO CREATE YOUR OWN RECOVERY DISKS--DO THIS FIRST
1. Your computer should have at least 1 GB ram and at least 128mb graphics card, at least that's what worked for me. If your computer is too old or slower, Ubuntu will default to the Gnome desktop instead of Unity. This is NOT broken, it's normal!
2. Download Ubuntu 11.04, 32 bit recommended.
3. Verify download file is not corrupted.
4. Burn the ISO to your blank disk. I suggest a slower burn speed to avoid errors.
5. Reboot to read CD drive, options could be ESC, F10, F8, etc. If unsure, check the manufacturer website for instructions.
6. Follow the install prompts, make sure you are plugged in and connected to the internet to download updates.
7. Remove CD, reboot and highlight Ubuntu in boot process.
8. If Unity doesn't work, install all the updates then reboot again.
More info on Unity here