You can install latest Ubuntu Linux 8.04 under Windows Vista / XP without creating a new parition with a new tool called Wubi. It is a Ubuntu installer for Windows users that will bring you into the Linux world with a single click. Wubi allows you to install and uninstall Ubuntu easily. This blog post covers basic installation:
With the latest release of the popular Linux-based operating system, Ubuntu Hardy Heron, the installation process just got easier for Windows users who wish to try out an alternative to Vista or XP. Even .NET developers who are looking out on trying the Mono project (the .NET platform for Linux-based operating systems) can benefit from it. All this is possible thanks to a little Windows utility called Wubi, which is an installer for Ubuntu.