I backed up ALL of my data into an external hard disk. Turns out it wasn't really necessary in my case! I used a CD for my installation but you can also do it through usb. There a number of ways to do it:
Install with Wubi
Install in EXT3 Partition
If you are a windows user and this is your first try on ubuntu, I would suggest installing with WUBI as you can remove it from add/remove programs in Windows later on. This install process is really easy but you don’t get the same performance as if Ubuntu had a separate partition running on its EXT3 file system. It is best to back up all your important data because Installing an OS is a big job. The steps in this post will let you have a dual boot pc in which linux will exist peacefully with windows. Else you could also delete your XP partition.
This is the all new ubuntu log on screen!

How to install Ubuntu from CD
1) Download the Ubuntu ISO from http://www.ubuntu.com/getubuntu/download and save to your desktop
2) Burn this ISO image onto a CD using Nero or a similar CD burning software
3) Run the CD from “My Computer” – the CD should ask permission to run at which point you’ll see this option screen:

Install Ubuntu with Wubi:
select “install inside Windows” and follow the instructions. This is a great way to have a first feel of ubuntu.
Install Ubuntu on a single (EXT3) partition (separately to Windows)
Click “Demo and full installation” and your computer will restart and boot into Ubuntu.
This installs Ubuntu on an entirely separate drive partition. Therefore, you need to make sure you have enough space on your computers hard drive to accomodate the new setup. Usually a partition less than 4gb would lead Ubuntu to crash during install.
Ubuntu is a great OS, quite immune to viruses and definitely worth a try.
