want to make paper wallet, but computer won't boot from Ubuntu CD

[hedge29]

First, let me say that I'm pretty computer illiterate.  I'm trying to figure all this out through Youtube tutorials...

So I burnt a live CD of Ubuntu and I went into BIOS and chose "USB CDROM" as my #1 choice to boot from, but when I reboot, it's still using Windows.  What could be wrong?  

(I know that I burnt the Ubuntu CD correctly cause when I put it in my other computer, it boots from Ubuntu just fine.  I would just use this other computer to generate the wallets, but for some reason I'm not able to get an internet connection with that computer. [Yes, I know that I need to disconnect from the internet before generating the keys.])