If you have not used a Linux-based operating system before and are feeling trepidation about doing so, the best thing is to get the Ubuntu CD from XXXhere, and boot your machine up from it. This will not alter in any way your existing system, but will allow you to explore the operating system, albeit a bit slowly since a CD drive is much less faster than a hard disk drive.
To do the job properly, put your trepidations aside and install the beast. You can still keep your Windas (or whatever operating system you currently have) in a dual-boot configuration, so that you get to choose which operating system to boot when you start the computer up.
The Ubuntu system you have installed dates back from the time the CD was prepared. Much will have changed since then (unlike the Microsoft product, Ubuntu is constantly updated; you will never be waiting for a new release as such). Open the package manager from the system menu, and elect to fully update your system.
From now on we will be working mostly at a command line. Ubuntu is up with the best of them for graphical user interfaces, but real men use the command-line; GUIs are for Mickey Mouse-loving wussers. You get a command line by selecting Terminal from the Accessories menu.