The Dapper Drake version of Ubuntu Linux does support setting up a dual booting stuff out of box.
step #1: All you need to do is put your CD into drive and start booting.
step #2: No need to manually shrink your current Windows partition with the dapper drake version.
step #3: First make sure windows partition is defragmenter.
step #4: Backup all important data such as outlook emails and other files.
step #5: Boot from Linux CD
step #6: Select Install to the hard disk
step #7: Now just follow on screen installation till you get to screen disk partition.
step #8: Instead of selecting “Erase entire disk”, you need to select Resize option. For example if it is first ide hard disk partition (i.e. Windows XP C
it will read option as Resize IDE1 master, partition #1 (hda1) and use freed space. You must select this option.
step #9: Now installer will prompt for how much disk space you wanna assign to Linux. Specify in GB (for example 4GB)
step #10: At this stage, it will ask you for confirmation. Just confirm it and it will resize windows partition. It will also create 4GB linux partition and other stuff for you.
step #11: You are done with dual booting stuff. Just follow on screen installation for rest of installation.