Wubi is an officially supported installer for Windows users that allows Ubuntu to be installed and uninstalled in a safe, easy way as with any other Windows application.
With Wubi, Ubuntu is installed onto a virtual disk which eliminates the requirement to repartition (required for a traditional dual-boot) or replace the Windows Bootloader. Wubi boots via the Windows Boot Manager, using a combination of GRUB4DOS (wubildr.mbr) and Grub2 (wubildr), which 'loop-mounts' the virtual disk in order to boot from it.
Notable limitations include a lack of hibernation support, a somewhat less robust filesystem (avoid hard reboots), and reliance on the Windows "parent" filesystem -- therefore, if Windows crashes, it's necessary to reboot into Windows first to have it repair the Windows filesystem before the Ubuntu filesystem or OS becomes usable. Note: it is not advisable to store important data in a Wubi install unless you also maintain current backups, because Windows'
chkdsk will sometimes remove the virtual disk if it believes it is corrupted.
Wubi is supported on Windows XP, Vista, Windows 7 and Windows 8. Wubi does not work on computers using
UEFI to boot i.e. all newer computers with Windows 8 and Secure Boot. It may work on older versions of Windows (98, 2000). The minimum requirement to run Wubi is 256MB of RAM and about 6GB of disk space (Edubuntu requires 512MB RAM and about 13GB).
Wubi will not be maintained starting from Ubuntu 13.04 (Raring Ringtail) due to incompatibility with Windows 8 and Secure Boot, critical bugs and undermaintenance.