in another reply is explained how to do it in
terminal, I like to add a tiny note to it: please
before burning check the md5sum of the iso file simply
in terminal you type md5sum ubuntuxxxxx386.iso(the
full path of the iso file) the result you get must be
the same as written on the ubuntu download page
make sure you have downloaded the life cd and not the
alternative one.when the checksums are okay you can
start burning and boot from the life cd

please be sure you have backed up the data you don't
want to loosse because a little too enthousiastic busy
and all is gone