Installing on a virtual machine on Windows or Mac
Installing Ubuntu on a virtual machine (VirtualBox) is the safest way to get Ubuntu. It will not perform as fast as a full installation, but doesn't alter your system in any way, and allows you to run Ubuntu just like it was any other application in Windows or Mac OS X.
The following guide is very detailed and takes you step-by-step, with screenshots, through the installation process of the virtual machine software, VirtualBox, and Ubuntu:
http://www.wikihow.com/Install-Ubuntu-on-VirtualBox
In short, you need to install VirtualBox and Ubuntu
Ubuntu as your main OS or alongside Windows or Mac OS X
If you wish to use Ubuntu as your main operating system, you just need to download Ubuntu and follow their instructions on how to move it onto a USB thumb drive or burn it onto a CD. After doing so, you boot your computer with the CD or USB thumb drive inserted and follow the installation procedure.
Along the process of installing, you will be prompted about whether you want to install Ubuntu instead of your original operating system or side-by-side in a dual-boot mode.