I used ubuntu a while back it is pretty easy to install once installed you always get the option which OS you want to start which is handy for other people using the same PC. Go here Download Ubuntu | Ubuntu
and go for the WUBI version - you get plenty of options resize partitions and even to create them - and of course you can uninstall it from the windows programs and features section in the controll panel.
I can't advise about VHD. there is lots of support forums from the above ubuntu link which helped me a lot in the past.
A couple of years ago you had to choose a seperate partition for ubuntu, and you couldn't access files, pics or music from other drives. This changed with ubuntu version 10 (I think) and it operates quite easily within windows and you can access file on windows parttions. Meaning no need to duplicate those files....
Hope that helps a bit