First obstacle is installation and live CD mode cannot run properly on my machine. It always display only black screen. I found that the problem is with my Nvidia Geforce GT230M. The solution is to enable 'nomodeset' option when trying to boot (using F6).
After finish installation, Ubuntu still cannot be booted since it suffers from the same problem. So, I need to go into live mode and edit grub file (/etc/default/grub) to add 'nomodeset' parameter. But, because instance that run is not installed instance, I cannot use 'update-grub' script to update boot loader. Therefore, I also need to edit grub.conf (/boot/grub/grub.conf) to make sure that next boot will be started with 'nomodeset'.
Note: instead of going into live mode, you can press shift during grub2 load to change boot option. I've not tried it myself but found it on an article.
Not yet, using a free OS is not that easy :p. After I installed Nvidia driver for my machine, the screen is not correctly displayed. It is the problem that Nvidia's driver cannot detect my monitor (I experienced a Nvidia's problem with Ubuntu since Intrepid Ibex). The solution[2-4] is to custom xorg.conf (/etc/X11/xorg.conf) file to use custom EDID (Extended display identification data). So, I have to reinstall windows and export EDID using programe named 'softMCCS'. Then, reinstall Ubuntu and going through a whole process again. Finally, make a reference to a EDID exported by windows by adding this code
Section "Device" Identifier "Device0" Driver "nvidia" VendorName "NVIDIA Corporation" Option "NoLogo" "True" Option "ConnectedMonitor" "DFP-0" Option "CustomEDID" "DFP-0:/etc/X11/
And Voilà!! Working Lucid Lynx on laptop with Nvidia card.
 - http://ubuntu-tutorials.com/2010/05/06/ubuntu-10-04-lucid-blank-screen-at-startup-workaround/
 - http://ubuntuforums.org/showthread.php?t=1345907
 - http://www.linlap.com/wiki/sony+vaio+cw
 - http://www.nvnews.net/vbulletin/showpost.php?p=2118873&postcount=22