Be careful, original Ubuntu CD pack ships with an Installation CD and a Live CD.
Why dont you try the Live CD first and see if that takes you all the way through to a successful X-Windows Desktop appearing.
The Live CD does not actually install Linux to your hard disk, but Ive always found it is a good way to get a general idea if things are going to work.
After using the Live CD, then try the Install CD.
If you have trouble, you will need to provide more information about the nature of the problem.