First: You need the installation disc so, since it is an OpenSource SO, you can find it here. By this time it is on 8.04 release, but the link will send you to the last edition download site. There you must choose the download according to your PC; if it use 64 bits or 32.
Once you get it on a CD or DVD, go to second step.
Second: Disk space is required, so we are going to free some space. On windows Vista there is a tool that can make this step easy. It is the Disk management. You'll find it by doing right click over My Computer on your desktop and selecting Manage, then, Disk management.
On the new window, you'll see this:

This shows you the state of your storages units, in this case, С. We are going to shrunk this unit C to free space for linux, so, right-click over the unit and choose Shrink Volume, then, you'll get a window like this:

You must shrink as much as you want, but you must get 3GB free for the installation.
Well, now just press the accept button to end the shrink.
Third: On this step you must activate CD/DVD Unit boot on your PC BIOS; normally it is activated.
When you are on Windows, insert the disc with Ubuntu, then, restart your PC. Since you can start your PC from CD or DVD, due to the changes on your BIOS, youlĺl get this screen:

The first option is to run the LiveCD, so, this is, check on it. The second option is to install directly, but first we must be sure if our PC works fine with Ubuntu. If you get the showed screen above, then it means that your PC ir ready to install and if when a window is moved it is not as on windows, so you'll get the 3D Ubuntu environment :D.

Well, after you check everything is ok (sound, video and net, by the way, wireless connection do not work on this mode, but it will work after the installation by sure) so, it's time to double click on the installation icon located on the desktop.