I'm trying to recover the administrator password from my windows machine. Since I only have a CD drive I need to do the CD version of the program from this page:

http://www.loginrecovery.com/instructions.php#cd

I'm new to Xubuntu so can somebody please tell how to download that zip file and then burn the images to a CD?

Click on the link, and save it to your hard drive, somewhere. Or right click on it, and say "Save target as", and it'll download to your disk.

Unzip it, then use whatever CD burning software you'd like to burn the ISO image to a disc. K3b comes with most flavors of Linux (providing you have KDE installed...), and is what I use. From one of the drop-down menus, there will be an option to "Burn CD ISO", or something like that (not looking at my linux system now, don't remember the exact words). Click it, it'll pop up a dialog box so you can select the .ISO file, then click BURN. Sit there until it's done.

he said a zip file not iso

In the subject line of his original post, he said

I can't access that site from work, so I assumed he meant the ISO(s) were in a .ZIP format.