Here are detailed instructions on how to use unetbootin to install ubuntu, with step by step screenshots. The directions are for an earlier version (feisty faun 7.04, not hardy heron 8.04), but I would not be surprised if the directions are nearly identical.
I believe the http:// request you are mentioning is just ubuntu asking what format it should use to download packages from the central ubuntu repositories (http versus ftp, for example). http should be fine. It may also be asking where to look on the internet for the packages (http address). I would think that it should offer several choices, and you would be fine to just accept the default option it provides. I do not remember having to search for and enter any http address.
If you are still having difficulties after trying to follow the directions linked above, let us now, and I will look up and post the default repository address. I am sure it is easily found by either googling or looking on the ubuntu official site for documentation.
UPDATE: Here is a list of archive/repository mirrors you can use. Again, http should be fine, just pick one that looks fast, recent, and close to your location:
From there you would go down through their directories. You can choose intrepid ibex (8.10 released yesterday, supported until 2010) if you wish, or stick to hardy heron (8.04, long term support to 2011). Within the directories, go to /dists (for distributions), then into amd-64 if you are using an amd 64-bit processor, then to main. For example, the http archive hosted by Argonne National Laboratory in the US is:
You copy and paste the address from the web page opened by that link if you are asked for an http archive mirror and it does not suggest one for you.
I believe you can add the multiverse repository afterward to add on extra stuff not included in the main archive (stuff considered non-free, etc.)