Yeah,
you will have to burn it as an image, What burning program are you using? You will have to select the 'burn image to CD' option when the Browse window comes up in the file type select 'all files' select the directory which the file is in, open it and hit the Burn button on your software and it should do it for you
If you want A copy of Ubuntu I can send you a copy just PM me your full name and postal Address
Jake