I get an old notebook, TOSHIBA Satellite 2515CDS and I would like to
run Xubuntu or Ubuntu.
The notebook is Pentium MMX, 32MB RAM, 12Gb HDD, but when I tryed to
"Try Xubuntu without any change to your computer" I didn't succed.

Please I'd like to know how to run Xubuntu without install it over
windows, or if you know any Linux that run into this machine.

I believe you need more than 32 Mb ram to run Ubuntu. Try Puppy Linux or Damn
Small Linux. They can run from a Live CD without affecting what's on the
computer.