It's very easy. Don't run it from Windows; make a Live or Alt CD and hard boot to it. If you use the Alt-CD, everything is text-based, but it walks you through each step. if you use the Live CD, after it loads, there will be a desktop icon labeled 'Install' - open it and follow the on-screen instructions
Its very simple. All you need to do is download the ISO from the Ubuntu site, Use a program that can burn cd images (ISO files) like Nero Burning Rom or MagicISO, copy it to CD, and then you will boot from CD. It's very simply and I think you will be pleased with Ubuntu
It's very simple to do, first boot into Ubuntu *Run the LiveCD*, as soon as your Desktop appears Click on Install, and it will take you from there with Questions, and other stuff.
Ubuntu was Made for First Time Users, so I don't think you'd be having any problems.
I recommend Downloading Ultimate Ubuntu 1.8, has alot of programs already installed so that you don't have learn how to use apt-get, or Synaptic because most of the programs you would need are there. And if You need any Help, ask on their forums.