Now you have a Ubuntu image on your PC, you need to get it onto a CD.
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If you do not have software to burn an ISO image, download Infra Recorder, open source image burning software.
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Insert a blank CD-R, if a dialog box pops up - click Cancel.
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Open Infra Recorder, and select the Actions menu, then Burn image.
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Select the Ubuntu CD image file you want to use, then click Open.
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In the dialog box that opens, click OK.
To burn most ISOs, you can use Apple's Disk Utility (Disk Copy in older versions).
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Launch Disk Utility (Applications/Utilities/Disk Utility)
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Drag the ISO to the sidebar of the Disk Utility main window.
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Select the ISO where you just dragged it, and choose (Menu/Image/Burn...)
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In Disk Utility, ensure that the Verify burn checkbox is ticked (you may need to click on the disclosure triangle to see the checkbox).
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Insert a blank CD and select Burn
Check that verification (if available) was successful. If verification was not available, at least make sure that a sample of directories on the CD can be accessed by the finder.