OK, there's a few misconceptions here to clarify.
Starting with the boot order.
You set the boot order in your computer BIOS, telling it to first boot from your CD/DVD drive (or USB). Once this is done, the BIOS will look for whatever you've selected first, but if it doesn't find a CD/DVD in the drive, it will look at whatever you have set next - say your hard drive for example. It wouldn't matter in that scenario if you never changed the boot order back, as it will check for each device in turn according to whatever you've set. Normally there are a minimum of three options for the boot order, so you could set as follows: CD/DVD, hard drive, USB. Note, not all BIOS's will have the option to boot from a USB stick. Older ones probably won't.
Having said all that, it doesn't matter which operating system you have installed, the BIOS is ALWAYS available at boot-up PRIOR to the operating system loading. You need to look at your first boot screen to find which key to access it, but it's often Delete.
When you install Ubuntu (or any other mainstream Linux distribution), it will set up a dual boot option for you. GRUB (Grand Unified Bootloader), is the piece of software that takes care of that for you. It will overwrite your hard drives MBR. That's not a problem in itself, but just be aware, if you later remove Ubuntu, you won't get back into XP, without using your XP disc to write a new MBR. This is because the GRUB files reside in Ubuntu.
Two further things I should mention.
You don't actually have to install Ubuntu to try it. It comes on what is known as a live CD (DVD actually). This means you can run the system straight from the DVD. It will be slow, but at least you could see whether you think you'd like it, before actually committing to an install.
The second point is, Ubuntu is pretty radical in it's appearance and takes quite a bit of getting used to. I personally think that puts a lot of people off. Take a look at Linux Mint, (the Mate or Cinnamon versions), which are much more XP like in operation and you may find yourself more at home with. Again, you can try it as a live CD, so all it's going to cost you is a bit of time and a couple of blank DVD's. Just make sure if it's a 32 bit machine, you get the correct ISO. If you choose to do that, I also recommend you get the version with the codecs. Also, make sure you're very clear on how to burn an ISO. I've lost count of the amount of people that have fallen at the first hurdle!
If you need any more information, please post back.