You will find the instructions here:
http://www.ubuntu.com/download/desktop/install-desktop-latest
In step 4 you can decide, if you want to install Ubuntu alongside Windows (dual OS), or replace Windows by Ubuntu. Choose the latter. Sometimes reading helps :-)
But if you already had difficulties with that, I assume you have no experience with Ubuntu at all, do you? Then I would strongly recommend to keep Windows alongside Ubuntu at least for the first months until you got more comfortable with Ubuntu. In case something isn't working in Ubuntu, you can still boot into Windows and get it done. I've been using Ubuntu for almost 7 years now, and still run Windows alongside it, just in case I need to use some software only availiable for Windows. Sometimes there is just no alternative in Ubuntu. That's a pity, because I really love Ubuntu (and dislike Windows)!
Don't forget to backup the data you might have saved in Windows folders (like "My documents" etc.) before you replace it by Ubuntu.