Easiest way is to pop in a ubuntu disk and run wubi.exe, this installs ubuntu like a application on windows without needing it's own partition space on your hard drive. However I would not recommend this, for best performance, I have my own method which is this:
**FIRST BACK UP ANYTHING IMPORTANT**
1. Pop Ubuntu or your preferred Linux disc into the computer
2. Press "Full install" if using Ubuntu, follow the steps if using different distro
3. Choose specify something else/Custom partition
4. Delete current partition/s
5. Create your partitions in this order : Swap (2-5GB, Logical drive and at the beginning), Then create a new partition: ext4 Linux primary and size it as large or small as you would like.
6. finish install
7. install windows in the free space left over
8. recover Linux by popping the Linux cd back in and doing a recovery because windows wiped out grub from your master boot record.
9 update and secure both.
10. Your done!
The reason I do it this way is that the speed of Linux regardless of distribution is highly dependent on SWAP being the very first partition on your hard drive. Even if your computer has plenty of physical RAM you still need SWAP to be in the beginning and the very first partition. This has made a huge difference in my performance.