Can't get Live Ubuntu to work

[une]

I want to run ubuntu as a Live CD at my work (Windows) PC without altering the HD at all. I plan on using persistent /home on a USB memory key in combination with the LiveCD.
I have a CD with
ubuntu_6.06.1-desktop-i386.iso
on it.
I checked the hashes and all is OK.
I just tried to test it on my home PC that has 2 HD (Windows and Mandrake Linux).
I put the CD in a CD/DVD drive and changed my BIOS settings to boot from that CD/DVD drive.
I restarted and no ubuntu, my regular Mandrake install on my HD booted up.
This HD (the one with Mandrake on it) was the next on the boot sequence list in BIOS after the CD/DVD drive containing the ubuntu .iso CD.
I had my Windows HD disabled.
What went wrong? The CD spun for a short time on startup, but that was it.
Is a LiveCD different to the regular desktop download? The different .iso file names shown on the ubuntu hash page indicates that perhaps a "LiveCD" .iso is a different file to the regular desktop .iso. However I can find no place to download a "LiveCD" .iso on the ubuntu site.