Hello penguinlinux. I myself have used Wubi in Windows before I switched over to full time Ubuntu. What you do is download Ubuntu, follow the installer, and then after it installs, reboot Windows. You'll be presented with a screen that asks you what operating system you want to load. If you want to load Windows, Select Windows XP. If you want to boot Ubuntu (or KUbuntu, or Xubuntu), select the Ubuntu OS. that's all there is to it
. Best of Luck.