That's very strange. I remember that when installing Ubuntu, during the partition part, we had an option to "advance" or something similar. I had previously created partition in that machine (though, only Linux system files as ext3, ext2 and swap) and Ubuntu pick it up without a problem. The other option should erase the hole harddrive, I did not want that.
Well, try installing Ubuntu again and see if you find that advanced option, it's not difficult to create the partitions with Ubuntu, though, a few distributions have a nice installer as SuSE or Mandrake (I dislike Fedora, but it should be good to install too).
I am not dual booting with Ubuntu though. I've a machine that I use to test Linux only, when I'm bored
And a side note: I also did only get the serial number for my Windows when I bought my computer a while ago. They gave me only a lame backup CD. I downloaded Windows from the Internet and use my serial number to activate it. I can't see how this would be illegal, but it probably is