This was something I wondered about, and then after a half-dozen Google trips, i found out about
Wubi. It's a way of getting a full Linux to install on a Windows box Inside the Windows partition. To the Windows OS, it just looks like three folders --two inside of one -- of unfamiliar and useless files (Contig and Windows defrag have a few issues here -- read on), but the magic happens at boot up. Wubi generously installs the GRUB bootloader -- what your friend was describing about seeing a menu with options to choose which OS to boot into -- as well as your choice of the three "flavors" or "styles" of Ubuntu Linux -- Gnome, KDE 4 or XFree86.
As Gnome also happened to be the default in LinuxPPC a whole lotta years ago when I was on Mac clone and installed it, I tried Gnome first. But that's me and your tastes might not be the same (he says, half-quoting G.B. Shaw on a totally unrelated subject).
I still have Kubuntu installed, have gone through several updates and have added some brilliantly written, useful in the extreme and otherwise ultra-cool software; despite the fact I spend less than a tenth of the time I spend on any computer in any OS in KDE, I intend to keep it until I can get something else (hardware-wise) to commit to a full, unadulterated and uncompromised Ubuntu Linux install.
Now for the potential issues with Windows:
* The Ubuntu/Kubuntu/Xubuntu root and swap disk files can take up on the order of 10, 15 or 30 gigabytes of your hard drive and that IS counted against your total available to Windows files & applications etc.
* As I briefly mentioned before, both MS Contig and defrag utilities tend to stall or choke on these same files, the root.disk file particularly. Defragmenting from the Linux side is equally pointless, imo, because in one sense the Ubuntu install is a 'guest' of the other OS, though in every other sense it runs as what it is -- genuine Linux.
Hope this was helpful. Sorry you had to wait.
BZT