It seems from what you say that this computer your friend brought for you has a pirated copy of Windows XP on it. You can fix that fairly easily by purchasing a genuine version from a computer store.
Is that what you mean?
You say you downloaded Ubuntu but when it was done nothing happened. What do you mean by that?
Ubuntu is a distro, (version) of Linux and you can get a version of Ubuntu that is held on a CD where you can boot up from the CD and have Ubuntu run as an operating system from that CD, (a LiveCD). But although that is useful for diagnosis problems it isn't really suitable as an everyday option.
If you want to use Ubuntu as a replacement for Windows then you will need to download the CD installer, then boot from that.
Mark
A friend bought this computer at a yard sale for me. It did not come with any software, so the OS Windows XP SP1 was already installed on it. When I got on the Internet I went to Microsoft download.com and proceeded to do some of there many free updates. Then I wanted to upgrade to XP SP2or3 and it asked me to validate my OS. So I did and it came back with the message "This copy did not pass genuine validation" I've had one sugestion that was to go to Linux or Ubanta. I thought I had downloaded Ubanta but when it was done nothing happened.So you can see I'm stuck and very frustrated! So if anyone could please help It would be gratefully appreciated.Thank you for your time and help.

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic