Here's a couple video clips on howto install Ubuntu from windows. This is the easiest way to install Ubuntu GNU/LINUX on your computer, however it is not the best. Livecd new partition installs take just a little more effort so I'll show you the easy way first.
If you have windows up just put in the cd and after a few seconds you'll see the Ubuntu cd menu in the middle of your screen. If you want to see a demo in full screen click it.
Install inside Windows you will see the ubuntu setup window that gives you some options(you can just stick with the defaults). You do have to make up a password that you will login with when you boot into Ubuntu. Take note of the default username being linux(change if you wish) make sure to keep your login name and password you chose wrote down. Click install and wait 10-45(depending on your computer) minutes. Once done click finish and click reboot. Then arrow down to select ubuntu on the boot screen (shown below) then ubuntu will boot and take more time (10min-1hr) to configure itself.
This next tutorial will be a fresh install from the livecd, just a few more steps, but the speed gain and flexibility is worth it.