Interested in Linux, but hesitant to start playing around with drive partitions, boot loaders, and other folderol which can leave you with a completely useless PC? Well, I was. I had been bitten before by installers which would say things like "Permission to reverse the option of not formatting HDC" or similar gibberish, with the wrong answer being fatal. So I put it off, and then the assignment to review Wubi fell in my lap.
Wubi does one simple thing: It creates a Linux partition within your Windows partition. You specify how much you wish to slice off--from 5 gigabytes to 30--and it installs Linux there. The next time you boot, you are given the choice of booting into Linux or Windows. If you choose the former, Ubuntu Linux will launch and will then format the reserved space for its own needs. One more reboot, and you have two operating systems on your computer. The only way it could be easier would be if Wubi downloaded the knowledge of how to use EMACS into your brain.
I did encounter one problem. The option to use KDE simply failed, with an error message whose description was " ". (Yes, just empty text). Beyond that, though, the program was very smooth. I've installed and played with Linux on and off since the early 1990s, and Wubi was the cleanest and most efficient install I've ever experienced.
If you are at all interested in experimenting with Linux, I recommend Wubi. Despite the fact I experienced no problems with it, though, I do recommend doing backups of important files, as you should always do before doing anything which messes with low-level disk functions such as boot loading. There are myriad different hardware and software configurations, and it's always possible yours is the one Wubi wasn't expecting.