I see many posts online suggesting you use Unetbootin to install Linux if you don't have a USB drive. Don't.

Unetbootin is very unreliable and could mess up your configuration to the point where your computer won't boot. If it does, and you don't have a USB stick or any other types of external media, your computer is basically bricked until you get something to boot from. Save yourself the time (and your files) and just get a $7 USB stick.

If you want more information, search on reddit and you'll find reports of Unetbootin failing.