Besides a traditional installation, you can get around these limitations a few ways, one being with a virtual machine. Naturally, going that route means you'll have to download and install VM software, but this isn't viable for everyone not least because of hardware constraints. Another even simpler way involves creating a bootable USB flash drive with a fully functional copy of Ubuntu installed.
In addition to being speedier and letting you save data, creating a USB boot drive also allows you to take your installation of Ubuntu wherever you go. It should run on any machine that supports booting from USB -- which is just about every semi-modern PC you're bound to come across. It may sound complicated, but fret not, if you already have an Ubuntu CD, you're literally a few clicks away from creating a USB boot drive.
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