This is the one that actually has Linux running inside Windows like an
application right? Unlike Wubi that actually gives you a dual-boot menu.

Well that about right Gary but I must say I prefer the separation that
duel boot give and the ease of removal should the need arise. Most
things are personal preference and the beauty of Ubuntu is the ability
to try these out as live CDs.

You can run 8.4 without installing it at any time.

It is different from Wubi. Wubi installs inside Windows, but to run it, you must
leave Windows. And Linux sets itself up inside Windows and runs without ever
leaving Windows, similar to a virtual machine. It uses something called coLinux
that runs simultaneously in Windows in its own Window and it connects through a
TAP-Win32 network connection.

I threw it into the discussion since everyone is talking about Wubi. However,
this may be a better solution for someone who needs to be in Windows, but
occasionally wants to run an open source program, such as K3b which is better
than many Windows burning progams, but it only runs on Linux/Unix. If you try it
let me know what you think.