You can burn the ISO, and put disc in and run WUBI installer also.
Some more info is here.
You must login or register to view this content.
Also, this installs Linux inside of Windows, You can uninstall it just like other programs.
Bear in mind though, as great as this is. You will not get full speed of linux. (I know people will argue that, but your only going to get 85-90% speed. Your running it under windows).
If you want all speed you have to do true dual boot. But you can't just uninstall it if you don't want it anymore like you can with WUBI.