I'm afraid I'm not 100% sure what you're asking for here.
Do you want to run Ubuntu inside your Windows install? If so, try a virtual machine - virtualbox is pretty good.
If you want to install it alongside your Windows installation, first things first you need to check whether or not you have any spare partitions on your hard drive.
Most hard drive can only take 4 "real" partitions, and Windows OEM has a tendency to eat up all 4 of them, I have yet to figure out what each of them does (I don't really care much for Windows, after all) but typically one of them will be a recovery section.
Run a live version of Ubuntu, and when you're in open the Terminal (Ctrl + Alt + T). Type
sudo gparted
That will tell you what the usage of the partitions looks like. If you have 4 distinct areas blocked off, you can't install Ubuntu alongside Windows without doing some magic to the hard drive.
Let me know what the gparted read looks like (don't touch anything on gparted... it has the potential to do some serious damage), just post a screenshot, and I'll take a look.
wubi.exe
anyway due to it having the wrong kernel: code.launchpad.net/~bcbc/wubi/lp1134770