The live for cd distro is a separate iso file you download completely separate from the full install to disk version. The one you will want is the "Gutsy Gibbon" desktop release also found at Index of /ubuntu-releases/gutsy
Once there you choose between the all pc or 32/64bit AMD type cpu for the correct download. Once saved to a folder a good free version of one problem always seems to see good burn with any Linux downloads whether a distro or simply the live for cd drive tool GParted.
The free version of BurnOn will see that burned to a cd-r easily. BurnOn CD & DVD - Free DVD Burning Software - Freeware CD burner Windows XP & Vista
Despite Roxio, B's Recorder and other programs that little free version always works well.
Another free one often used for iso images is called Deep Burner found at http://www.deepburner.com/?r=download
I've been giving StarBurn a try but I won't recommend that one for this at the present time. That is made by the same company as BurnOn but seems to lack with iso images for some reason.
Once you see a good burn to disk you simply boot up with it and look in the menu bar for system. When you simply click on any drive a desktop icon for that particular drive will appear. You simply click on the source and destination drive and later perform copy + paste operations.
First make sure you have enough drive space and even one or more temp folders if you are going to be copying any large files or any large number of the same type like a folder of jpegs, photos, etc. to keep things somewhat organized. Also browse under your user acount for files tucked away in MyPhotos Application Data and other hidden sub folders.