Sorry to seem "obnoxious" but
I've never used anything like this before and I don't have a clue about Ubuntu. It may seem simple to you, but it's bewildering and frightening to me. As I mentioned in my OP, I had some version of Linux wipe out 5 partitions a couple of years ago, and I want to be very careful not to have that happen again. I hope that's understandable.
Now I've gone to http://www.ubuntu.com/download and downloaded what is described as the Ubuntu desktop. Is that what I was supposed to download? It's not obvious to a neophite whether it is or not. Anyway I burned the ISO to a CD, and when I put it in the drive, it wanted to run WUBI.EXE and do an install. You say I don't have to install it to use it. Then how do I do that. It's certainly not obvious.
I'm sure if I'd done this hundreds of times, it would seem as "obvious" to me as it does to you, but remember I'm a complete neophite and very weary of having another 5 partitions wiped out like I did once before.