This is very simple you have to download a exe file, yes you read well, called wubi this exe file will aloud you try Linux inside of windows. Well at this point you don't have much choice because this exe is only for Ubuntu, so what you have to do is download the correct exe file to match the Ubuntu ISO then put the two on same folder this method you have to switch off your Internet or if you not have any ISO download only wubi . Run wubi and we will download the ISO file needed for you, when we finish and if everything going well you will see on boot up two OS two choose and that is it very simple process. Now this is what i did, for me this worked very well but in your case maybe is different.
For older wubi versions see http://sourceforge.net/projects/wubi/ From wubi web site:
Wubi is Simple
No need to burn a CD. Just run the installer, enter a password for the new account, and click "Install", go grab a coffee, and when you are back, Ubuntu will be ready for you.