installing Ubuntu as an extra operating system--along with Windows--on a disk

I wish to install Ubuntu as an additional operating system on a hard disk with several partitions. The folder containing the Ubuntu CD says, "The default installation will erase all existing software and data from your computer. If this is not what you want, follow the instructions carefully during installation." When I was answering the several questions prefacing the installation routine (accessed by opening the Install icon on the CD desktop), I failed to understand the question pertaining to the use of disk space. The automatic choice seemed dangerous, so I chose manual. But I failed to understand what came next, so I had to cancel. I cannot find anything in the Help feature or on the Ubuntu web site to explain the relevant issues.

I want to install Ubuntu on an empty partition of my primary hard disk--keeping the Windows XP system partition--so as to have a dual-boot system. Is this possible, and where can I find instructions to guide me in accomplishing this?