if you such type of problem then do following nothing bad will happen
step 1: partiton your hard disk
supoose if your hard disk is of 100 gb
then divide it into two parts
like 60-70 gb for windows and remaining for ubuntu
if you already installed window to all the hard disk
you have to format the last partition for ubuntu,
means if you have c:,d:,e:,f:,(then format that(last drive here we have f: drive) drive but before formatting, you have to copy data in this drive (if any) to any other drive ).
step 3 as you told that you are new to ubuntu
then manual partitioning will be difficult for you ,then what should you do,just put your window cd in cd rom and reboot or restart the system,
then start booting your system from xp cd by pressing any key if it ask initially.
step 4: keep on going untill you will see the all partioin list with there alloted space.
then you will see the last partition at the bottom of the list.
then( delete or format or both) that partition.
then simply exit from this installation process,dont,move further,
you can do this by simple removing the cd out.
step 5 now put your ubuntu cd start ubuntu install option also choose any langauage you want to like english ,japaneese etc in the starting of the installtion of ubuntu. then keep on going untill you see the partition option at some stage it will ask you to install your ubuntu on whole hard disk ,side by side installation ,or install ubuntu in the free space
check that free space option
then click next or forward,then follows steps eaisly,dont need to worry,