The best way is to download the Ubuntu 8.04 ISO and burn it to CD. Then in
Windows, insert the Ubuntu Cd in your drive. It will open a box that has six
choices, mostly check boxes. It is dead simple.

Here are instructions on getting the Live CD:
http://www.ubuntu.com/GetUbuntu/download
and burning the ISO: https://help.ubuntu.com/community/BurningIsoHowto
The wubi guide for Ubuntu is here: https://wiki.ubuntu.com/WubiGuide

You can also go through the http://wubi-installer.org/ site, but if you download
the Ubuntu ISO then you have the CD for future use. If you use the wubi site,
you will be doing it from a small file and it will download the necessary files
from the internet. This requires a hispeed connection.