Step by step procedures are always a bit difficult to do with graphical
installations, especially as set-ups vary from one computer to another.

However, the bit you need to do, is to create some unused space on your
hard drive, by reducing the size of your Windows partition.

AFAIK you can do this using the 'live' version of Ubuntu. Click on
System/Administration/Gnome partition editor. Select the partition you
wish to change, it will probably be hda1. Click on resize/move. Adjust
the size to give some free space, say half the disk. Click on
resize/move then edit/apply.

You should then be able to install Ubuntu. Make sure you select
'Install in the largest continuous free space' when you see the disk
partition options menu. Don't select 'Use whole disk'!

When you next boot up, you should get a boot menu. The system will boot
up into the default, which will be Ubuntu, after ten seconds. If you
need to change the default operating system, or the ten seconds, please
ask.