Ubuntu 12.04 installation issue
As said by the posters above, check first you've burned the ISO to the disc, not copied it. Otherwise on HP laptops you may have to choose the boot order (on mine I did it by pressing Escape right at startup) and select your CD/DVD Rom Drive so that it boots from the CD rather than your already existing Hard Drive.
Alternatively as pointed out by msPeachy:
I've been installing different versions for the past week and I've found running the installation off a USB worked fine for me, if you want to give it a try just get the ISO which you've already got from what I've read and use:
http://www.pendrivelinux.com/universal-usb-installer-easy-as-1-2-3/
Make sure your USB is free to be reformatted and has enough space (anything on it will be deleted) and leave it plugged in, once you restart your computer you should have an option at some point to access the boot menu (on my HP pavillion it was "Esc" and there you choose to Boot from your USB instead of your hard drive)
Also I'd suggest you change the Boot Order in the Boot Menu and not the Bios Setup so that once you've restarted your Laptop with Ubuntu, you don't have to change it back (otherwise your laptop will try restart from a USB everytime). This is just my experience on my HP pavillion, suppose it'd be similar for you.