@Ivan That is why I run it from a USB stick on borrowed systems I don’t plan to install Ubuntu on; Flash is quicker than CD.
And to clarify and expand your last sentence, you can either install Ubuntu alongside Windows and do a straight-up dual-boot, or you can install Ubuntu with Wubi, which is easier to do but results in a slight speed hit and less stability.
My old netbook ran Ubuntu (only) since I didn’t feel it worth the hassle of setting up a dual-boot. Installing that way was simpler than installing many Windows programs (I know that I like in the US, speak English, and am in the Pacific time zone, which is all I needed for a full install). My 13-year-old cousin (with limited computer skills) now has that netbook and likes Ubuntu better than the Windows on his family’s PC. He says it’s easier to use in general and especially easier to install stuff, plus he likes not having to worry as much about malware.