Have just managed to get this loaded on my main machine, using Wubi - looks quite impressive - one word of warning to a possible issue.
Make sure you disconnect any empty USB drives (basically card readers) or you will get errors stating that drive errors are present from WUBI.
If you cannot disconnect, (built in drives), ensure that the "display empty drives" option is switched off in explorer.
As a last resort you will need to select continue in the dialogue several times for each unrecognized drive.
Now to try and get my mobile broadband dongle to work - at least it sees it in 10.04