In my experience, live CDs always work (on my 4Y old Vaio laptop).
Linux expects hardware to function as advertised, and is not forgiving.
You have not told us details of your hardware or how old it is.
First step: boot almost any live CD and run memtest-86 from the menu to check your RAM. Linux uses RAM much more than win does. It matters.
Second step: re-burn your installation CD/DVD at a slower speed (1x). Then try again.
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