Wubi is a Windows Based Ubuntu Installer that will bring you into the Linux world with a few clicks. It is a great solution to those not wanting to setup partitions or deal with learning how to partition a hard drive.
With Wubi, you can test the new operating system, Ubuntu 7.04 while keeping your old one intact. Wubi adds an entry to the Windows boot menu which allows you to run Linux. Ubuntu is installed within a virtual disk file in the windows file system (c:\wubi\disks\system.virtual.disk), this file is seen by Linux as a real hard disk.
Wubi comes with a robust suite of Linux applications and utilities (the same stuff that comes with Ubuntu). Wubi is beta and it is free, you can download the it from http://cutlersoftware.com/ubuntusetup/latest.html. For more information, visit the Wubi Guide.