To make your own Ubuntu Linux system, I'll recommend you download the ISO image and the software tool unetbootin (site: http://unetbootin.sourceforge.net/). Get a SanDisk 8GB USB thumbrive, by default it's FAT32 formatted, which is fully supported in Ubuntu Linux.
When creating your boot thumb, remember to setup some storage space for your user data. Otherwise, your installed sessions and personal data will be lost in your next boot. For me, I recommend 4GB for data storage.
The whole process is pretty straight forward, surely you're smart enough to get it started.
After install, you may go to the Software Centre to install other software like Skype, VLC video player, etc. You'll be happy that printer drivers are well supported. To my surprise, Windows Remote Desktop Client is fully supported!!