So, let's say that you already have a computer and it's got something like Windows XP or Windows Vista already installed. Let's also say that you want to install Ubuntu to try it out, but are a bit nervous about setting up a dual boot.
If this is the case, the Wubi Ubuntu installer is the perfect solution. More or less, it allows you to install Ubuntu onto your Windows computer just like any other application. It will install itself to a folder of your choice, and then you can simply reboot your computer and Ubuntu will have been added to your Windows bootloader. So, you can pick either Ubuntu or Windows. If later you decide that Ubuntu is not for you, you simply go to Add/Remove programs and uninstall Ubuntu. It's that easy.
Here is the FAQ page which provides more details on Wubi. Trust me when I say that Wubi makes installing Ubuntu incredibly easy without risking your existing Windows setup or having to repartition your hard drive.