If you're trying Ubuntu out by booting the live CD you may be interested to know that you can boot the OS from a USB stick and therefore save your settings between sessions.
The following link gives details of how to go about this:
https://wiki.ubuntu.com/LiveUsbPendrivePersistent
PLEASE NOTE:
Don't try and use the package manager to download all the latest Ubuntu updates. The way the USB stick is partitioned will mean you won't have enough space. You can though update Firefox, install Thunderbird and other non-OS applications.
Booting from a USB stick is much faster than using a live CD. Give it a try.