Which Ubuntu software to download

I would recommend starting with Hardy since it is a LTS version and will be supported till 2011.

Download the standard Ubuntu 8.04.1 32 bits iso image from here:
http://releases.ubuntu.com/releases/8.04.1/ubuntu-8.04.1-desktop-i386.iso

A torrent download is better:
http://releases.ubuntu.com/releases/8.04.1/ubuntu-8.04.1-desktop-i386.iso.torrent

Burn the iso to a CD and then boot to it. This will be a LiveCD so you can run Ubuntu without making any changes to your machine. This gives you the opportunity to make sure that everything works (hardward) and that you also like the software. When you are satisfied you can install it.

Here is a graphical installation guide
https://help.ubuntu.com/community/GraphicalInstall

If you want to dual boot with windows
http://www.psychocats.net/ubuntu/installing

Here is a good wiki about setting up and installing additional software
http://ubuntuguide.org/wiki/Ubuntu:Hardy

Hope this helps

if you are using your entire hard-drive for your ubuntu installation, everything is going to be easy. just follow the instruction wyatt gave above. after burning the iso image onto a disk, boot from it and follow the instructions. before the actual installation, ubuntu will ask you if you want to manually format the drive or to use the entire disk. choose use the entire disk IF, as it implies, you want to use your entire hard-drive for the ubuntu installation. otherwise (like, if you have a windows ntfs partition), make a swap partition and an ext3 partition where ubuntu is going to be installed.