@Desmataks, You need to understand the point that Ubuntu 6.06 comes with Live CD
& Install CD wrapped into one. So first it boots as a Live CD & after that you can
click on the 'Install' icon on the desktop to start the Installation. The previous releases
of Ubuntu came with a separate CD for Install & Live CD. Now ,from Ubuntu 6.06
it comes with Live CD & Install CD (this saves the Ubuntu team money!!).
You can order a Ubuntu DVD from Amazon.com from
here
You can install directly from the DVD. I think that's what you want.
So get the Ubuntu DVD or download the 'Alternate CD' ISO image, from the link
@Gary has provided.