install ubuntu after windows and it will install the grub boot loader from where you can dual boot.
if you dont have cds/dvds or optical drive then you can put ubuntu on your memory stick and use it or install it.
i have ubuntu on my sd card running as live cd (does not require a hdd) so i just plug my usb memory card reader in to my laptop and set it as first boot device and use it from there. It keeps all the changes on the memory stick so if you reboot all your programs, files etc will still be there. when i want to go back to windows i just unplug the memory card reader