yup, it can be done in several ways.
Either you download Ubuntu then burn it to a CD and launch it from Windows, it will launch Wubi Installer and it will install it in a free partition that you choose.
Or you go for the manual way which I prefer, free a partition on your hard drive and use it later to create the SWAP partition and the Main Ext4 partition for the System mounted as "/", you can even import whatever was on your Windows My Documents after it asks you the permission too.
Ubuntu is great bro, I haven't touch Windows for a while Alhamdo Lilah
I'm at your service.
if you want to go the manual way then I'm gonna guide you in details and please add if you have already a free partition or you still have to create one by resizing another one, give more details and I'll help you insha'a ALLAH.