Can anyone point me at how to set up a dual-boot system please?
If you download the Ubuntu distribution CD image and make a CD, then you can boot this CD into Ubuntu and try it out. You can then install from this CD, and one of the standard options is to make a dual boot system. Linux is pretty good at this, though Microsoft pretends it can't be done. Just one note, though, you should defrag your hard disk before installing Ubuntu, as it partitions the disk. If the partitioning involves moving a bunch of stuff first to make room, not only does it take longer but Windows gets all pouty and pretends it can't find stuff afterward.