This gives you some instructions on how to dual boot ubuntu and windows.
This means that when your computer starts up, it will let you choose between using Ubuntu or using Windows. Unless you really know what you're doing, I recommend you keep Windows at least for now.
If you do decide to do this, BACKUP ALL OF YOUR IMPORTANT FILES. I can't stress that enough. Usually, on Windows, this is mainly your 'My Documents' folder. However, if you're using any special software (besides just Microsoft Office) let us know and we can try to help you with that as well.
This is especially true if you're using any financial software, such as Microsoft Money or Quicken. If you are, please let us know and we'll try to help.
Also,
here is a list of local linux user groups which I'm sure would be happy to help you out.
I hope I'm not making you feel dumb, that's not my intention. But the first time you install a dual booted linux, it's really easy to make big mistakes.
If you have any questions on backing up or how to do the things in the linked instructions, just reply back.