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How to install Ubuntu (wubi)?

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http://askubuntu.com – Do I have to shrink the C volume to another disk volume for downloading Ubuntu? Or can I just download Ubuntu in the default C volume? Can I remove Ubuntu if I decide to do so? Can I download directly from the installer without using USB or DVD? If you suggest to download Ubuntu in a new volume - so I have to choose the volume I have created to download Ubuntu first - then what is the required size for downloading Ubuntu? When I download media from the Internet using Ubuntu OS, would it be downloaded to any volume I want "just like windows" or will I be limited only to the new volume I' (HowTos)