If you want to keep Windows, and you have XP, then I'd suggest getting a copy of the Linux based "System Rescue CD", I'm using an old version that has QTParted, newer ones use GParted but because of problems I've had with GParted on Ubuntu, I felt like using the QTParted one instead. QTParted can easily and safely resize NTFS partitions to leave space for Ubuntu, and it can format ext2 or ext3 partitions to install Ubuntu on. I've had problems with GParted on Ubuntu's CD destroying NTFS partitions and making me reinstall Windows, thus destroying the partition table because all I have are stupid factory-image Recovery CD's.