If you'd looked at the download page a little closer, you would have found the link to this:
http://www.ubuntu.com/support/community/webforums
Assuming you choose the English page, you can then arrive here:
http://ubuntuforums.org/
Click "Absolute Beginner Talk", and voila! here's a page with a complete guide:
http://ubuntuforums.org/forumdisplay.php?f=73
Sorry, couldn't resist giving you a little jab, but really, a little initiative is required. Googling "ubuntu guide" would probably yield the above and more.
[EDIT] Again, I urge you to burn the image to disc and try Ubuntu as a "live CD" first. I.E., set boot order in BIOS to boot from optical drive (the one with the Ubuntu disc in it), and give the OS a try without installing. Depending on your specs, your computer will run slightly to significantly slower than normal, but you can give Ubuntu a test pretty much as if it were installed.
If you're thinking about setting up an HTPC, you can save yourself some effort by downloading the multimedia version of Ubuntu. Some of the configuration will already be done for you.