Install any operating system and it involves repartitioning your hard
drive with a different file system. Although this can be done
automatically to a portion of your hard drive, this space isn't
readily recovered for Windows by just deleting the Linux.

Try out the Linux by booting the Live-CD, where you aren't writing to
the hard drive. Then, if you like it, you can install to the hard drive.

Ian has confused you by bragging about Wubi. This is simply running an
Ubuntu Linux lookalike inside your Windows. The point is you are STILL
running Windows, not a foundation of Linux.

3 options:
Try out the Ubuntu with Live-CD.
Try out the Look of Ubuntu with Wubi.
Install the real thing, where your changes will be saved for the next
bootup.

Remember, with Software, the Latest isn't necessarily the Greatest.
Don't be afraid to try out older, more proven versions first. This is
especially important if installing on an older computer. Your newer
system shouldn't have that as a factor, however.