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You downloaded an iso image.
You have to burn it to cd now and boot from it.
If you downloaded the install cd the actual install will start and if you downloaded the live cd you will start a live session running from the cd/dvd drive.
You need to burn the iso image to a cd, e.g by using k3b (tools -> burn cd image) or by doing as root
Code:
#cdrecord -v dev=/dev/hdc isoname.iso
Change the dev=/dev/hdc to that of your cd writer and isoname.iso with the name of the kubuntu iso. Once you have done that, reboot and run the installation from the cd you created.
I've downloaded the iso file (kubuntu-5.04-install-i386.iso) and burned it to cd. I checked the boot sequence on the windowz (2003 server) machine I want to load Kubuntu on and it is set to boot from cd first. When it boots up, I see a message ("Boot from ATAPI CD-ROM:") it is checking the cd drive for boot disk but then moves on to start 2003 Server. The cd drive doesn't spin up until well past the message "Boot from ATAPI CD-ROM:".
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