Go here to download Ubuntu 10.04 ( There is a newer version, but I am going by my existing setup, so follow along and choose 10.04 )
http://www.ubuntu.com/download/ubuntu/download Save the iso file.
Then download ImgBurn from here:
http://www.imgburn.com/index.php?act=download
Install ImgBurn and run it.
Choose "Write Image to Disc"
At the top of the Imgburn window, where it says "Source" click on the folder with maginfying glass icon; Then navigate to where you saved the ISO file.
Then click on the bottom area of the window depicting hd write to CD.
That should create the CD.
Now you want to boot with the CD on your PC. Check your BIOS so that it chooses to boot using the CD first. You are looking for the Boot menu, boot priority, or something along that line.
Once you boot into Ubuntu, pull down the Places pull down menu. Choose the ## GB Filesystem. That would be your hard drive. You will be able to see all folders in your drive. Now copy off the files you want to a USB memory stick.