There are actually quite a few methods from which you could get a Linux system going from Windows. These are:
1. Use a virtual machine.
A virtual machine allows you to run an operating system inside of a window on top of another system. This offers good performance for non-gaming applications, and is usually the most popular option. Programs to accomplish this include VirtualBox (free), VirtualPC (free, but refuses to work on certain editions of Windows), VMWare ($$$), and Parallels Workstation ($$$).
2. Use an emulator.
Probably the slowest method. Bochs and QEMU can be used for this purpose. However, they are not very user friendly. Depending on your computer, the operating system will typically run at 1/3 to 1/2 of the expected speed.
3. Launch the program from DOS
In Windows 95, 98, and possibly ME, you can use Loadlin. Loadlin is a program to launch Linux from DOS. what you would do is create a batch file to launch Loadlin with it's appropriate parameters, and tell Windows to exit to DOS to launch this program.
4. Use coLinux to run cooperatively with Windows.
This is by far the strangest method, and not recommeded for new users. It uses a modified kernel that works with the Windows NT kernel to share resources. After it is launched,you have to use additional tools like PuTTy and Xming to launch applications. Worth trying, but due to other, easier methods existing, it's not the best option under most circumstances.
It is known as a dual-boot. Install Windows first, then install whichever distribution of Linux you what to use second. You are given the choice of which to use at the start of booting up.
Yes you can. Ubuntu's WUBI uses the Windows bootloader (NTLDR) to boot Linux. It also uses the Windows filesystem (NTFS). This, however, is not the traditional way to do things. The traditional way to dual-boot Linux and Windows is to use a generic bootloader such as Grub to boot both Windows and Linux.
I suggest installing Windows, and then Linux (preferably on different physical hard drives). When Windows is installed it tends to overwrite the boot partition, making it difficult to boot linux afterwards.
You can. But the Windows installation does not put an entry into it's boot menu, so you have to manually copy a boot sector, and modify the boot menu so you can boot Linux. Linux distributions expect that you may want to dual-boot, so they detect Windows and set up an option for it automatically. For convenience's sake, it is far easier to install Windows first.
Yes.
Get Linux!
Yes.
"Mode?" They're two separate operating systems. If you're in a dual-boot, you simply reboot and select Windows instead of Linux from the boot menu.
If you have a USB drive and your BIOS supports booting from a USB device then try that.
You can make it the default option in the bootloader. Or you could reinstall the Windows bootloader, but it will not allow you to boot Linux without modification.
So that you can choose to load either linux or (usually) windows.
By configuring the bootloader to use Windows as the default menu option instead of Linux. Refer to documentation on how to do this.
Buy and boot from a Windows XP cd.