One of the really cool features of the latest Ubuntu release (8.04 .. Hardy Heron .. the one that came out in April) is that if you're a Windows user, you can stick the CD into a booted Windows machine and they say "install". When you do that, it ends up installing Ubuntu as a "program" under add/remove programs and it gets added to the Windows boot manager. When the system boots up you can default boot to Windows or boot into the installed Ubuntu image. If you don't like it then you can go to Windows Add/Remove programs and just "uninstall ubuntu".
That's an absolutely incredible way to try Ubuntu and give it a whirl without nearly ANY effort. No longer do you need to let grub take over and have Windows be secondary to Linux - you can be a Windows user but just have Ubuntu almost as an "application" in Windows.
There's of course the choice of using VMWare or something like that to run Ubuntu but this is a much nicer way.
You're a Windows user and haven't tried Ubuntu yet? No excuse for not trying it any more! Doesn't mean you need to switch .. just try it and see what you like and don't like about it. Who knows there may be apps there that you like to use. If you've got kids you may love the plethora of educational games that are available freely for Ubuntu. If you don't find it useful simply go to Add/Remove Programs and yank it!