Bro, Download it, Burn to DVD, Put it in and boot it up, You'll have two Options,
Try Ubuntu and
You Try it without Touch your HDD, or if you are planning to Install it Permanently, You will have several Options, Replace
Replace Windows X with Ubuntu, and you'll also have
Install Ubuntu Alongside Windows
If you Choose the
Replace Windows Option, Everything is Wiped Permanently, However you may have a chance to recover your files using Data Recovery apps..
Anyway, if you choose to install it alongside Windows, if Your HDD has only One Partition, You'll need to Divide a Piece of your HDD for Ubuntu, It Will offer you that With a Divider that Can Be Dragged to Specify The Size you Want
And lastly then you Click
Next And Then
Install Now and That's all!
Oh and to Note Downloading Won't affect anything, and also Another Things to note that You Can Install Using a Flash Drive rather than a DVD, btw, it's faster, To do so use Pen Drive Linux