When installing linux must you always burn the ISO image to disc pior to installation?
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https://help.ubuntu.com/community/Installation#Installation_without_a_CD - Here is a list of alternate installation procedures for Ubuntu, with links to guides.
Burning an ISO image using imgburn on Windows or other alternative software is the recommended way of doing it. You can certainly install Linux from other media such as USB, PXE boot, or by loading the ISO from an existing harddrive partition.