Your download obviously failed (unless you have an *incredibly* fast connection), so personally I would delete those files and start again from scratch.
A really excellent way to download Ubuntu and other distros is using a torrent client. This will display the progress and automatically check the download for errors. (As a side benefit, by seeding, you will help others.)
Please note that you can't simply copy the downloaded file to a blank CD! You MUST use a utility that can "burn as image" as described on the Ubuntu site.
If you don't have success with the "burn a CD and fresh reinstall 12.04" method, you could also try the "upgrade-in-place" method, using Ubuntu's "Update Manager" tool. I am not an Ubuntu user so I can't walk you through it, but I'm sure they must have instructions on their site.