If it's Ubuntu that's telling you that HD space is low then perhaps
when you installed it you didn't specify a large enough virtual drive.

The way it works is that a file is created in Windows for Ubuntu and
this is effectively the HD space that Ubuntu has to work in. Anything
downloaded or installed whilst in Ubuntu goes to that virtual drive
space, not the rest of the HD.

As for increasing that virtual HD space - the link below is all about
Wubi and how to do just that along with other information ...

https://wiki.ubuntu.com/WubiGuide#How%20do%20I%20resize%20the%20virtual%20disks?