There are a few ways to get Ubuntu on your system, some take more commitment than others.
When you have your Ubuntu CD it is possible to boot your computer directly from it. Your computer system will remain completly unaffected, allowing you to sample Ubuntu without actually installing it. Booting from a live disk is only really used to try Ubuntu out, as when you switch off, all settings are lost. Using Ubuntu Linux/Live Boot
To run a fully fledged operating system you don't even need to boot up from it; using a virtual machine it is posible to start Ubuntu (or most other operating systems for that matter) inside Windows, this method has it's advantages over Live Disk in that it is more perminent, it's like actually having the operating system. So if you liked the live disk and wanted to try it out further, this would be the option. Using Ubuntu Linux/Virtualization
Now we're getting more serious. So you want to install Ubuntu, but you don't want to lose Windows, it's easy enough setting up a dual boot system, where windows is sitting on one part of your hard drive and Ubuntu on the other. You can only boot one at a time, but you can still keep Windows there if you don't want to take the full leap. The big disadvantage of dual booting is that it (most of the time) requires you to format your hard drive, wiping your existing Windows installation. Using Ubuntu Linux/Installing
Complete Microsoft TakedownEdit
That's it, you're fed up with Windows and want it out of your life, then so be it! This process involves installing Linux Ubuntu completely on your hard drive. Using Ubuntu Linux/Installing