You can order a disk for free from Canonical at
https://shipit.ubuntu.com/https://shipit.ubuntu.com/They even pay
the shipping. Expect to wait a week or two.

I would consider scrapping connection sharing but instead setup the
router to do the work. Connect the modem to the internet and then
connect each computer to the router as a direct connection rather than
using connection sharing. The router then does the work and each
computer connects through the router the same setup

on each (direct). I have had both cable and DSL modems setup this way
and it does not matter whether I am in Windows or Linux. My wife uses
her Windows machine to connect to the router and I use Linux and it
just works without any need for any connection sharing.

It does not matter what the OS, as long as you have a connection it
will work and it works whether you have always on connection or use
something like pppoe where you set it up to connect on demand.