I tried executing Windows installer for Ubuntu Desktop but it won't execute. I tried downloading it again, executing as administrator etc but nothing happens. I think something is wrong with my laptop. I'm using windows 8 consumer preview.
The latest Windows release WUBI is compatible with is Windows 7. It may work on Windows 8 previews/betas, then again, it may not. It's unsupported, so you're not likely to get much help trying to make it work, sorry.