Well, I have some progress of this. If any oneelse is having similar problems, this might help:
Initially, I tried to open the Ubuntu CD through Windows - it wouldn't load, probably an error in the burning.
So I decided to burn another CD, and it did work!.
Using Wubi, I made an installation that worked correctly. However, I could not select Ubuntu, as I was using a wireless keyboard, which needed some drivers. This came out to be useful later, when I rebooted my computer with the disk still in the drive.
I rapidly pressed DELETE as was recommended during bootup and hey presto! the BIOS settings came up, much to my amusement. I am now in the process of deciding whether to use an Wubi installation, or a installation made through the live CD.
Thanks everyone for helping!
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