Set the boot order in the BIOS so that it boots the CD drive before the hard drive. Failing that, either your CD or CD drive is damaged.

It'll be your BIOS isn't set to boot from the CD!!! switching your laptop on and then holding either Esc or F1 key should take you to your BIOS settings.

Anyway, you could have downloaded the Wubi installer (http://www.wubi.org) and installed Ubuntu via the internet, whilst using Windows!