Well, kind of. I'm guessing Sam's trying to install Wubi. Per Wikipedia,

"Wubi adds an entry to the Windows boot menu which allows the user to
run Linux. Ubuntu is installed within a file in the Windows file system
(c:\ubuntu\disks\root.disk), as opposed to being installed within its
own partition. This file is seen by Linux as a real hard disk. [1] Wubi
also creates a swap file in the Windows file system (c:\ubuntu\disks
\swap.disk), in addition to the memory of the host machine. This file is
seen by Ubuntu as additional RAM."

The Partition Magic result (no ext partition) would be consistent with
that.

So, I'd ask the user to look on boot up and see if there's an option
when booting to boot Ubuntu. If not, he might check for the directory c:
\ubuntu\... If that's not there, then I'd say the install failed. But
it's not entirely correct to say that Ubuntu isn't a task within
Windows. It sort of isn't, but Wubi blurs the distinction between OS and
program.

If Sam's trying to install it to a separate partition, then Emil's
right: You need to reboot and tell the machine to boot first from the CD
(this may take opening the BIOS menu and changing the order of boot
devices, or may be a hotkey option while the system is booting. There
are too many different machines to give all the possible options). If
the CD was burned properly from the *.iso file that was downloaded (that
is, burned so the CD shows a directory with a number of files, not a
single .iso file), it will boot up to a menu with options to boot the
Live CD or to test the system.

After trying the Live CD and making sure everything works (e.g., all
hardware is recognized), if you want to install, there's an icon on the
Live CD desktop to do that.