I think there is a problem with my RAM.
I burnt OpenSuse LiveCD, and when it tried to load into RAM, it gave almost identical error messages to Ubuntu, and then "memory corruption" and "segmentation violation" messages. So I ran Memtest86 for 20 minutes, but it said the RAM passed the test.
So with Ubuntu and OpenSuse, I tried to run it in RAM only, without installing it to HD. I think if I was to install it to HD, it will work, because this is a RAM problem.
I'll give it a go when I have more time.
EDIT: Here are some interesting info from Memtest86.
CPU: Pentium 4 2.6 Ghz (0.13 micron)
L1: 8K 18780 Mb/s (18.8 Gb/s)
L2: 512K 16402 Mb/s (16.4 Gb/s)
L3: None