It could be that your CPU lacks PAE, a needed set of instructions for most modern Linux OS's (Ubuntu 12.04 & up) to run on. Your HP is a 2002 model & likely the CPU is at least a year older, if you haven't upgraded it yourself.
I have an older IBM Thinkpad T42 that's the same. Linux Mint 13 runs fine on it, though Ubuntu 12.04 & some of it's kin won't even boot from Live DVD. If you're techinical, here's a trick on installing on non-PAE enabled CPU's, though I haven't tried this myself.
Sorry for being the bearer of bad news, but someone had to be. It could be that someone else has a solution, but the days of running the latest versions of Linux on any hardware laying around are over. For the most part.
Good Luck & give Linux Mint 13 a try if what you're attempting doesn't work.