I suppose that this heading means installing Ubuntu THROUGH Windows?

I have done this more than once without any problems, setting up dual
boot computers with a version of Windows plus one of the Linux options.
My desktop machine is triple boot, while one of my local Linux Group
colleagues has five operating systems on a single computer

For me, the procedure involved adding Linux (Ubuntu) to machines
with Windows already installed. The important part of this was to
start with a Windows system, then to add Linux. If you try to work
the other way around, by adding Windows to a Linux computer you might
have problems. Windows is a stupid operating system that may well ignore
or over-write anything else on the hard drive.

Here is how I set-up a Toshiba laptop with an 80Gb hard drive and
Windows XP already installed.

1. Used the XP defrag to tidy up the disk.

2. Used GParted to partition the available hard drive space. In that I
have to use Windows for some Technical Support work and can not abandon
it completely, I (roughly) split the HD into two. Half for Windows and
half for Linux, about 40 Gb each..

3. The Linux HD space was then divided into three parts. The operating
system (Mepis in this case) 10 Megabytes. Linux Swap 5 Megabytes
(probably too big), and the remaining space specified as Linux Home.

4. Installed Mepis into these pre-determined partitions.

Grub, which came with the Mepis installation, recognised that XP was
installed and gave me access to both systems at boot-up. XP runs as an
individual operating system and completely ignores anything else on the
disk.

However, Linux knows that XP is there too, and provides access for
me to read and use the files stored in the Windows XP part of the hard
disk.

Perhaps this all seems to simple?