I've downloaded "ubuntu-12.10-desktop-amd64" and used Pen Drive Linux to get it onto my USB. I then restarted my computer (a Windows 7 Home Premium edition) and entered the boot menu to have it boot from the Sandisk USB (it called it Sandisk Cruzer Cruzer). Linux came up and asked if I wanted to try or install. I picked install, connected to my Wi-Fi, and installed it. After my laptop restarted, Windows booted immediately. I have tried several times and cannot get a choice between the two.
P.S. I have used the Windows Installer, Wubi, but at the last second it gave me some kind of error.