When you install you will want to choose a custom installation or be able to
select the drive to install it to. You do *not* want to share a drive with
Windows which is the first option. The partition editor included with the
installer will show you graphically what the existing file formats and
operating systems are. Linux does not use Windows desgnations for drives.
Instead of Drive C: you will see sda and instead of Drive D: you will see
sdb. I am assuming that Windows is on C:, so you will want to install Ubuntu
to sdb. You will format that drive as ext4 which is the default. Most of
this is just keypresses, but be sure to read. Before it actually overwrites
anything it will give you a confirmation screen. Pay attention.

It is easier than it sounds.

https://help.ubuntu.com/community/Installation

This has great screen shots: http://www.psychocats.net/ubuntu/installing