For those of you looking for an easier way to install Ubuntu you can try the
Wubi Ubuntu Installer which promises to make dual booting an Ubuntu machine as non-invasive as using a virtualised machine yet as responsive as using a native install. Supposedly Wubi creates a file on the harddisk that to Linux appears to be a regular filesystem, and to windows appears to be a regular file located at c:\ubuntu\disks\root.disk so you can essentially run Ubuntu without having to create a partition for your Linux install to live in. Installing and uninstalling is therefore almost as simple as installing and deleting a regular windows program.
Many of you will have realised that I am not the biggest fan of virtualising the desktop, running a Linux virtualised under Windows just feels abhorent to me, so anything that supports you in getting Ubuntu up and running with the least amount of blood, sweat and tears is a good thing.
If anybody tries this out, please tell me how you get on.