I just installed Ubuntu 12.04. I have Windows XP SP3, 2 GB RAM, 1 TB HDD. I did everything that says that I should. I made swap partition and everything. Though, it didn't ask me if I want to import data from xp to Ubuntu while it was installing. In the end, it said that everything installed successfully.
Then it rebooted it itself, it said in tutorial that if Windows start first, it is not big of a deal. I rebooted it again and againg Windows started. I read somewhere that I should hold SHIFT while booting so that GRUB menu start, but it didn't. I also went to BIOS and made a first boot device a HD that Ubuntu is on. NOTHING!