If you want to try Linux OS without installing it to your machine or even without booting your PC, andLinux is your choice. It lets you run Linux and its application inside many different version of windows (XP included). This is a good way to start learning Linux environment and get familiar with it.
andLinux uses coLinux which makes it different from Wubi installation which makes you need to boot your PC to switch to Ubuntu OS and it's different from Virtual Machine installation (emulated PC) which isn't efficient.
Below is andLinux official web-site which contains more information.