What is the easiest way to install Ubuntu?

I am planning to dual boot Windows XP and Ubuntu 9.04, I have already burned Ubuntu into a CD and have also downloaded the ISO. But when I go to My Computer to start the installation, a different icon appears. And when I open it with ISO Buster, it opens up separately. I’m confused on what to click.. just to start the installation. Are there any other things I need to download to install Ubuntu? What is the easiest way to install Ubuntu?