Install Ubuntu or Try It Before Installing
As with previous versions, Ubuntu comes in a variety of fashions. The Desktop edition is for general use, while the Server edition is for running advanced applications. Plus for some time now there has been a Netbook Remix specifically designed for smaller, less-powerful computers.
Remember, like many other Linux applications, Ubuntu can be ran in Live CD mode. This means that you can run the operating system directly from the install disc without installing a thing. You can get a feel for Ubuntu before investing the time and disk space.
The traditional way to set up Ubuntu is to download the ISO CD image, burn it to a disc, restart the PC, and run the Ubuntu installer from the menu that shows up before booting into Windows.
However, if you don't have a CD burner or blank disc, consider using Wubi to install directly from Windows. You can be even trickier and install from a USB drive.