I came across Wubi a couple of weeks ago when I was looking at trying to use Ubuntu. This program is perfect if you are looking at dual booting a Windows OS with Ubuntu. Wubi makes the process very easy for an administrator who does not have allot of experience with Linux. I was able to have an Ubuntu install done in about an hour. Once you have Wubi and Ubuntu installed it is really easy to switch between the two operating systems.
So if you are looking for a way to start playing around Ubuntu this is your perfect solution. You can still leave your windows OS in tacked along with being able to fully test Ubuntu. The only downfall I have found is that disk performance is a touch slower with the way Ubuntu is installed through Wubui. This can be fixed if you repartition your disk space manually instead of having Wubui do it for you. Hopefully you will be comfortable doing this once you a few hours of Ubuntu experience under your belt.
Wubui Site
http://wubi-installer.org/
