Open a console and issue this command: cat /etc/fstab. Fstab lists devices (in this case, hard drives and partition numbers), their mount points, and the filesystem type. That should give a better of what is installed where.
I suspect the partition /dev/sda3 will be the place to install Ubuntu. It it turns out to be so, you would be better off using windows tools to resize /dev/sda3 to create free space at the end of /dev/sda3. Then boot the Ubuntu cd, and use Ubuntu to select the free space and create your swap partition, and your Linux partition to install Ubuntu into.