If windows is faster something has gone horribly wrong with your
ubuntu install.
If ubuntu is that slow, then I'm thinking that you have an intel video
chip. The intel video driver has a well known problem on 9.04 - any
previous version of ubuntu would give 10 times better video performance.
The good news is that intel video performance is looking pretty good in
9.10 - I've been running the 9.10 alpha on a test machine with intel
i945 video, and I'd swear someone put in a new nvidia card when I wasn't
looking.