The message that I get is:
By opening this text file, I read that some picture could not be loaded.
What am I to do? Stay on Windows?
The file is probably saying the Ubuntu ISO image could not be loaded. That kind of image is not a picture--it is a representation of data on a disk.
You have two options:
For 1, you need to provide much more information:
Feel free to provide that information by editing your question. However, you may be able to work around the problem:
Make sure to get the same version of Ubuntu that you specified when you downloaded the Windows installer (for example, if you downloaded the Windows installer for Ubuntu 12.10, make sure to get a 12.10 ISO as well).
If you are already doing this, or if you downloaded an ISO image and burned it to a CD/DVD or wrote it to a USB flash drive and are attempting to install installing Wubi (i.e., Ubuntu with the Windows installer) off the CD/DVD/USB, then probably: