What operating system(s) are you using now? (XP, Win7, some other linux distro, etc)
Are you trying to install from USB,CD,DVD, or something else?
If USB have you set it up using the program: Unetbootin? (http://unetbootin.sourceforge.net/
Is the .ISO burnt to a form of media or are you just clicking it and hoping it works?
Explain what you mean 'it's not working' ... Does it not start at all? Can you load it but then get a black screen? is it getting to a certain point and then freezing? Stuff like that.
Giving proper details will help people understand how deep a hole you are in, and make it easier to get you out. Good luck