According to How to Forge (who already tried testing this software), Wubi is an Ubuntu installer for Windows that lets you install and uninstall Ubuntu from a Windows desktop. Wubi adds an entry to the Windows boot menu which allows you to run Linux. Ubuntu is installed within a file in the Windows file system (a loopmounted partition), this file is seen by Ubuntu as a real hard disk.
That way the hard drive does not have to be repartitioned before the Ubuntu installation. The resulting Ubuntu installation is a "real" Linux system, not just a virtual machine.This is really a good news to the newbies out there who wants to be familiarize to Linux environment without compromising their Windows partitions. If you don't like it, you can uninstall it anyway and revert it back to your old Windows OS.
Take note, installing this software does not guaranty you of an instant success installation, you will have to be fully responsible of your undertakings. If your a person who wants to learn and play around to something new this is for you.
Wubi is an officially supported Ubuntu installer for Windows users that can bring you to the Linux world with a single click. Wubi allows you to install and uninstall Ubuntu as any other Windows application, in a simple and safe way. Are you curious about Linux and Ubuntu? Trying them out has never been easier!