The order for installing the OSes is XP, 7 and then Ubuntu... Assuming you have XP and 7 already, just pop the Ubuntu Live CD/DVD, boot from it and follow the instructions. Should be very straightforward...
Make it a point to backup your important data just in case anyway...
Arun
B4 TD make Google and Wiki ur friends, they'll save u from a lot of trouble.
*en.wikipedia.org/wiki/Wubi_(installer)
*help.ubuntu.com/community/Wubi
Boot into win7 and insert ubuntu in the cd drive. Now select install within windows option. The rest is simple.
Make sure you have a drive of about 20GB only for ubuntu though.
check youtube.com videos dual boot Ubuntu with Windows
*www.youtube.com/results?search_query=dual+boot+xp+and+ubuntu&search_type=&aq=2&oq=dual+boot
easy to install dual boot simply..
YOU want to install VMWare, then install Ubuntu, that enables Ubuntu run on Windows.