Weee! Yay! a question that gets me excited! I have been using Ubuntu for about 3yrs now and love it. Though I still have XP installed for games. You have many options infront of you to do this.
The current release of Ubuntu (8.10) allows you to do the following:
-Run Ubuntu INSIDE windows as a virtual OS so you can check it out and see whats what.
- Boot from the CD and use it as a "Live" CD
- Dual Boot (what I use), so that when the machine starts you can select what OS you wish to boot.