So the first thing that you need to do is to go download an ISO of 12.04 from Ubuntu. It is possible to do an apt-get dist-upgrade, however, I had better results when i did a fresh install, so YMMV. Once you get the disk image for your processor type (if unsure, get the x86/i386 version), and you can either burn it to a disk (easy way to do so) or use any number of various tools to “burn” the ISO to a flash drive, IF your computer can boot from a flash drive. Booting from a disc will take a bit longer and the install routine will be a bit longer also from disc, but it is the best and standard way to do this.
Hope you like it!