I tried making a bootable USB drive that would install Windows XP Pro but there were problems somewhere along the line and I ended up having to connect an external optical drive.
In the case of installing Ubuntu, I used Wubi. It's useful for installing from within Windows and makes Ubuntu show up on the Add/Remove Programs and does nearly everything for you. As long as you have an internet connection in Windows, it will download the appropriate files and install. It's fantastic if you're a total linux noob like I am. Here's an archive just in case the official website isn't accessible: wubi.rar (1 MB)
Everything worked great except it doesn't recognize my wireless network card. This was a big pain in the neck and very confusing for a few reasons, but probably the biggest confusing thing was that Windows identifies my Wireless card as a Realtek RTL8185 but Ubuntu recognizes it as a Realtek RTL8187SE. I found some forums and blogs that suggested using ndiswrapper. Well, I tried using ndiswrapper from both the terminal and the GUI to install drivers but that didn't work. Finally I found this guide (in French) (You can view the Google Translation but be careful because for some reason it changes the console commands in the translation) which worked perfectly and I am now online with my wireless card.
I'm copying the information here just for future reference.
Here are the drivers: rtl8187se_linux_26.1023.0928.2008.tar.gz (2 MB)
Note: This may also work: http://code.google.com/p/msi-wind-linux/
Unzip these somewhere. Then use the following commands:
sudo apt-get update
sudo apt-get install build-essential linux-headers-`uname -r`
This next command basically says to go into the directory where you unzipped the drivers to.
cd rtl8187se_linux_26.1023.0928.2008/
This next command compiles the drivers.
./makedrv
Note that there were a lot of warning messages when building the driver that initially worried me, but everything worked anyway. Continue on with the following commands:
sudo ./wlan0up
cd ieee80211
sudo cp *.ko /lib/modules/`uname -r`/kernel/drivers/net/wireless
cd ..
cd rtl8185
sudo cp *.ko /lib/modules/`uname -r`/kernel/drivers/net/wireless
cd /lib/modules/`uname -r`/kernel/drivers/net/wireless
sudo depmod -a
sudo modprobe r8180
And that's it! Now you should be able to select your wireless connection and connect!
IMPORTANT: If you download and install Ubuntu updates and update the kernel, you'll need to type in that last section of commands again to copy the correct files into the correct location for the new kernel. I don't know if what I just wrote is technically correct, but I do know that after updating Ubuntu, it wouldn't use my wireless drivers anymore but once I copied the *.ko files to the correct place again it worked.