Wubi is an unofficial Ubuntu installer for Windows users that will bring you into the Linux world with a few clicks. Wubi allows you to install and uninstall Ubuntu as any other application. If you heard about Linux and Ubuntu, if you wanted to try them but you were afraid, this is for you.
Update(#1 May 15th): I installed Wubi and it is awesome.! I have my preferred desktop (actually desktops) to use every day with Ubuntu Feisty while still having access directly from that desktop to my Windows XP. And when I want to use programs that will run only on Windows, I boot XP instead of Ubuntu. Its' a one click option.
How easy is that! I have'nt as yet checked from the POV of Windows but from this side of the fence -- from the Ubuntu aspect -- it is a functional delight.