UNetbootin lets you install distros without burning discs
UNetbootin is a simple open source tool that allows you to install a variety of distributions over the Internet, without burning a CD. It will create a partitioned dual-boot system as though you installed with a CD. It's useful if you're working on a machine with a slow or no CD/DVD drive or don't have any spare discs to burn.
UNetbootin works using an installer program to add an entry to the bootloader in use (either GRUB or Windows' bootmgr, bcdedit or boot.ini) that boots a netboot kernel, which then downloads and installs your distribution of choice through your Internet connection.
How to install
To install a distribution you need to go to the UNetbootin site and get either a .deb, .rpm, or .exe installed, depending on which system you have and which you'd like to install.