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Source: Portable Ubuntu For Windows

There are quite a few possibilities to take the Linux distribution Ubuntu for a test drive. It can be run from Live CDs, run in a virtual machine or installed on a free partition on the computer system even from within Windows (using Wubi). Portable Ubuntu adds another possibility to these choices by offering to run Ubuntu directly in Windows without installation or configuration at all.
The Linux distribution can be downloaded directly from its Sourceforge page. It comes as a 438 Megabyte self extracting executable that requires 1.86 Gigabytes on the computer’s hard drive after extraction. Users can then immediately start Ubuntu in Windows by clicking on the run_portable_ubuntu.bat file that is located in the root directory of the software program. Starting portable Ubuntu in Windows will open a command line window which will remain open all the time. This command line window contains information about background processes and the state of the Ubuntu system.
The Ubuntu dock at the top center of the screen will be opened and displayed giving users access to Applications, Places, System and applications like Firefox. Talking about applications. The usual add / remove applications menu can be accessed in portable Ubuntu to install additional applications on the computer system.