Also a quick note for those that may be "Linux shy" about making the jump to doing a full install, wubi makes things easier for the "non initiated". Basically you can install ubuntu within your windows drive so no need to modify partitions or use a new boot loader. Also once installed if you decide its not for you, it can be uninstalled from add/remove programs within windows just like any other app, and will uninstall cleanly like you never had it.
A friend of mine "Windows user only" saw me using ubuntu the other day and she was blown away by the functionality and how "pretty" it is. I recommended wubi for her install and now she is a Linux convert