Both 12.04 desktop download and burn to DVD+RW given checksum clearance but Toshiba laptop and Samsung netbook ignore Ubuntu and load Windows. Running out of swear words - and ideas other than start again.
this can happen if you have some buggy bios. May be your bios is not booting from DVD. Alternatively you can try booting from some USB drive.
In my system pressing F9 at system start up pops out a choice of devices from where you can boot.