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Introduction
Any Ubuntu Cd can also be used as a LiveCd as well as an installer. Windows people might be more familiar with the term 'boot cd' or 'bootable cd' but a "LiveCd session" is typically much more useful because it gives a normal desktop environment and all the normal programs - it should find the machine's internet connection and allow you to use Firefox from the top panel/taskbar to surf the internet.
Most other versions of linux (distros), not just Ubuntu, have this functionality on their installer Cd too. With most other distros you usually have to click 2 or 3 buttons to configure the network connection so it tends to be fairly easy but not as easy as Ubuntu 
http://distrowatch.com
While a LiveCd session is a good way to demo Ubuntu to see how it works "without making changes to this machine" it is slower than a full proper install running from a hard-drive. The reason is because the Cd/Dvd-drive is usually a lot slower at read/writes. LiveCd sessions can also be tricky to keep data and settings between sessions but you can always use a 'persistent image', perhaps on a usb-stick - see later.
While a LiveCd session is a good way to demo Ubuntu to see how it works "without making changes to this machine" it is slower than a full proper install running from a hard-drive because the Cd/Dvd-drive is usually a lot slower at read/writes. It can also be hard to keep data and settings between sessions but you can always use a 'persistent image', perhaps on a usb-stick - see later.
Reasons for Using a LiveCd Session
LiveCd sessions are good to use for;
- a quick 'demo' on a machine before installing/upgrading Ubuntu
- to check the hardware works as expected
to see if you like the look & feel of the distro
to prepare yourself & your unique hardware if required
- various repair tasks such as
- repairing grub after (re)installing Windows as part of a dual-boot
- resizing partitions to give Ubuntu more (or less) room
- adding a new partition(s) to your hard-drive for other distros
- 'showing off' Ubuntu to people on their own machine
- a safer and faster way of surfing the internet or even other uses of a machine that isn't your own. This is particularly good if you have a usb stick or something to save your data and settings on (see 'persistent image')
Preparation
You need an Ubuntu Cd although it's also possible to get a "LiveUsb session" from a Usb stick and this is often also referred to as a "LiveCd session" because it does offer much the same functionality, perhaps a little more. To get an Ubuntu Cd either use the Shipit service which can can 12 weeks (but it's always nice to have a free official Cd) https://shipit.ubuntu.com/ and/or download it from http://www.ubuntu.com/getubuntu/download and make a cd of it. I tend to find the cheapest "write once" Cds that can only usually be bought in packets of 10 or more are much better for this than more expensive cds. Dvd's tend to be really rubbish for this. Here's a guide to help if that's being awkward https://help.ubuntu.com/community/BurningIsoHowto
Another guide to help if any of this is being awkward for you - see the Getting Ubuntu page for details about downloading the LiveCD.
Using the LiveCD
So, put the Ubuntu Cd into the cd/dvd-drive and reboot the computer. This should hopefully get you to a menu with "Try Ubuntu without any change to your computer" as the top, default, option. If you don't get this menu then this guide should be able to help https://help.ubuntu.com/community/BootFromCD
Choosing the "Try Ubuntu without any change to your computer" should get you to a working desktop which we call a "LiveCd session". If you have troubles getting the working desktop then this guide should have something helpful https://help.ubuntu.com/community/BootOptions Note that Server Edition works quite differently in that it doesn't have a gui desktop.
Anyway from this LiveCd session Firefox on the top panel/taskbar should easily surf the internet and of course almost all the other normal programs are in the menu's along with one or two more.
After you are done, shut the computer down and remove the CD. At this point anything you saved to the desktop or Documents folders and such will vanish - only things you saved into folders on the hard-drive will remain.
Keeping your LiveCD settings
If you want to save your LiveCD session to a USB stick, check LiveCDPersistence
Making a customised LiveCD
If you want to make custom Ubuntu-based Live CD, you should read the LiveCD Customization Howto.
To create a customized live system without starting from an existing Ubuntu CD, see LiveCD Customization From Scratch.
Common issues with a LiveCD
Logging in
You can set a password during a LiveCD session by opening a terminal, and typing in:
$ sudo passwd ubuntu
Text-Mode installation
If your normal installation fails without giving an error message, or if you want to install on a very limited system, you can use the text-based installer instead.