If you burn a Live CD then place that in your DVD/CD drive whist running XP you will be offered the chance to install Ubuntu fully BUT within the Windows partition. It's VERY simple and does absolutely everything for you. If you decide you don't like it simply Uninstall as you would any other program. It uses Wubi as suggested by Taff. Absolutely nothing to loose!
Ubuntu comes in a variety of forms. One I specifically like in Mint see www.distrowatch.com for a whole list of Distro's.
If you're going to try Linux, don't automatically go to Ubuntu.
Yes, it is by far the most well known distribution (distro), but not necessarily the best. But don't misunderstand me, there's certainly nothing wrong with it.
Linux Mint (in my view) is better than Ubuntu in as much as it loads multimedia drivers from the start. Thereby making it a media distro straight from the box.
The point is, there are a couple of thousand different Linux distros, many of which are for specialist use. However, there are probably a dozen or so that are suitable for new users and mainstream use. Amongst these are: Ubuntu, Linux Mint, SuSE, Fedora, Mandriva, PCLinuxOS and more.
You are spoilt for choice, so automatically gravitate to just one.
link text for the so called top ten and take your pick.