First, you need to backup all your data. Organize you data all at one location (folder). Windows XP Professional, Backup utility is installed by default, which is very helpful to create a backup copy of your important files.
Click Start > All Programs > Accessories > System Tools > Backup
Click Next and then choose Back up Files and Settings
Click all the folders you want to backup.
Choose the backup type, Destination and Name
Windows XP does not support writing the backup file to a CD directly, so create the backup file in the same hard disk and burn it in a CD or DVD.
Go to the Ubuntu website to download Ubuntu. Choose the 32bit version. Burn the ISO to a CD. Since you have Windows XP, you can use Free ISO Burner , once that is done, boot from the newly created CD, make sure that you system is set to boot from CD.
When you get to the Installation Type screen, choose erase and install.
Continue the installation following the on screen instructions.