First you will need to download the wubi.exe file from here: http://wubi-installer.org/.
You will then need to navigate to where you downloaded it and open it up. You should then see a window that looks like the one below.
Now you just have to enter in all or you data like the username and password that you will want to use. Also you can change how large you would like your install to be. You shouldn't need much but this will depend on how you will be using it. I choose to use 15GB's for my install but you can choose however much you would like to allocate. After you have everything set the way you want just click next and it should start to download the Ubuntu image.
Now you just wait for it to finish downloading
After it's done downloading you will get a screen that says you will need to preform a reboot. You then just need to click finish and make sure that you have the reboot now selected.
Make sure you have reboot now selectedOn the reboot there will be a black screen that will show Xp or Vista (depending which you have installed) and Ubuntu. You will need to push the down arrow key on your keyboard and hit enter to select and boot into Ubuntu. If you miss this screen (because it will only stay for a couple of seconds) then just reboot like you normally would and try to select it again. Once it boots into Ubuntu you should see it start the installation process.
Now you just have to wait for Ubuntu to finish installing
Now we wait for it to finish installing (took about 15 minutes on my machine). Once it is done it will reboot and now you will have to select Ubuntu at start-up again. This time when you boot into Ubuntu you will be prompted to put in your username and password that you chose at the first wubi screen. Then once you are in if you have an internet connection connected to the machine you should be asked to install some updates. If you don't have an internet connection connected you are done with the installation process.
There are some update that will need to be installed
After all of these updates are done downloading and installing you will most likely be prompted to reboot. You now need to select Ubuntu on start-up again and as before you will be prompted for you username and password. Now when you are at the desktop you are free to do what you please because you have successfully installed Ubuntu on top of you Windows installation.
The clean Ubuntu desktop look
Now we are done so you can start to play around in Ubuntu and have some fun. Also be sure to come back again because I will be showing how to customize your Ubuntu desktop and setup the infamous Desktop Cube as with many other Ubuntu and Linux goodies.