You can burn a copy of the Ubuntu Desktop Live Install CD by downloadinf the ISO file from http://www.ubuntu.com/download/ubuntu/download which also has instructions on the page on how to burn and install Ubuntu Linux on your computer.
If you use dial-up, you should use a download manager program which can resume from disconnected downloads, so you don’t have to redownload the ISO if you get disconnected online.
You can use Programs like Nero, Roxio, CDBurnerXP, Deep Burner, and other CD burning software with CD ISO burning wizards to burn a copy of the Ubuntu Live CD by using your CD burning program to open and burn the Ubuntu ISO to CD to make your live CD.
You can also buy a copy of the Ubuntu 11.10 CD online at Amazon from the link below and also get reference material to help you learn Ubuntu.
Not Many Computer or electronic store sell the Ubuntu CD, but they might help you burn one for a few dollars if you ask them to help you out in exchange for cash, or you can ask a family member, friend, or someone with a computer with burning software and internet to download the ISO and burn it to CD-R for you.
If you own a computer without a CD drive, or CD Burner, but your computer can start up from a USB drive which is common in laptops and netbooks, you can use a Live USB Flash drive to install Ubuntu to from a USB drive. You can make one your self by using UnetBootin, or another program which can make Live USB Flash Drives.
They can also be bought very cheaply on line like Ubuntu 11.10 on 4gb USB Stick Flash Drive and Complete 2-disks DVD Installation and Reference Set, Ed.2011 which cost 32.95 on Amazon, and comes with free ebooks and references to help you install and learn Ubuntu.