There are various reasons why you might be unable to shrink a Windows partition. The most common seems to be that Windows has put a non-relocatable file, like a swap file, somewhere late on the partition. There are discussions on Windows forums about how to overcome such problems, but I'm not an expert on this subject, so I can't provide a lot of guidance, aside from suggesting you check Windows forums.
I agree with CentaurusA that "splitting" a partition is a combination of shrinking it and creating a new one in the freed space; however, a Windows tool to do this is likely to create a FAT or NTFS partition in that space, but Ubuntu needs a Linux-native partition (most commonly ext4fs). Thus, you'll end up deleting the newly-created partition, or at least modifying its type code and the filesystem it contains, before you can use it. Also, many Linux installations create multiple partitions -- usually separate root (/) and swap partitions, but also sometimes separate partitions for /home, /boot, or some other purpose. (There are endless discussions of the merits of different partitioning schemes; see here and here for just two such discussions.) There are also various ways that creating a partition you'll just end up modifying or deleting can go awry, such as Windows converting the disk to use LVM or the Ubuntu installer trying to split either that or the original Windows partition rather than use the entire space for itself. The bottom line here is that there's no advantage to letting a Windows tool create a partition for Ubuntu, and there are notable risks to doing so. Instead, you should shrink the original partition, leaving however much free space you want to give to Ubuntu, and then tell the Ubuntu installer to use all that free space for itself.
One final point: Online instructions often gloss over the dangers of partition resizing and OS installation operations. Although these operations usually work as intended, sometimes they go badly wrong; and by "they go badly wrong," I mean "all your data are lost." Given the potential seriousness of a problem, it's best to back up your personal data before you start adjusting partitions or installing a new OS. This is especially true if a partitioning tool is balking at a partition-resize operation; it may be steering clear of a dangerous operation, and if you force the matter by using another tool or some procedure you find online, you might end up creating problems.
