There are multiple options to set up a partition configuration like this.
Note: I'm only providing the links to the appropriate pages because the procedure is quite long and also since most of the links are Ubuntu Wiki pages.
If a LVM already exists
This can be used if you already have partitions set up.
From Ubuntu Wiki:
With the recipe...the Desktop CD can be used to install Ubuntu on a
previously created (optionally encrypted) LVM.
Installation on a fresh HDD (no partitions or LVM)
This method will:
- Perform a minimal server install
- Create encrypted partition and copy minimal install to it
- Modify grub's menu.lst and fstab
This is like installing Ubuntu first and then encrypting the partitions.
Encrypting Full Disk (won't be able to install Windows)
When you install Ubuntu, there's a checkbox to Encrypt the new Ubuntu installation for security.
This is good news not just for Ubuntu users, but for users of all
GNU/Linux distributions that are downstream from Ubuntu. The above
screenshots come from ubiquity, the simple graphical live CD installer
that Canonical developed. Every distribution that uses ubiquity as an
installer will soon also make it easy for users to use FDE. The
up-and-coming distribution Linux Mint, for example, is based on
Ubuntu, but there is currently no simple way to install it with disk