Comment 1 for bug 507024

 Basically it doesn't need a cd, it downloads from http://wubi-installer.org/latest.php . After it installs and the machine is rebooted you should see a menu that is displayed for a few seconds in which you choose by arrowing down to ubuntu to select, then press the enter key. If you reboot the machine and walk away for a minute or two, say for coffee or something it would start Windows by default. That may be one possibility, if it had an error message after you attempted to install it would be most helpful to post that here. It would greatly help in diagnosing any issues.