It's very easy to download. You click on the link and off it goes....
If you mean how easy is it to install, then that is also easy. It is the easiest Linux distro I have used, but I did find it rather slow on my 1.5GHz 768Mb system. Admittedly I could have fine tuned it, but Ubuntu isn't supposed to be like that (ie, it's supposed to be as easy as possible to setup and use) so I went back to Slackware which I was more familiar with.
Obvoius advantages over MS are that it is free and less viruses target the platform (that isn't to say there aren't viruses for linux, there are). It is generally more stable than MS systems historically have been, though I must say XP is pretty stable.
Disadvantages... you won't be able to play the Sims! Other than that, you will probably miss the familiarity of Windows. Should soon get used to Ubuntu though.
In summary, I would recommend installing both on a dual boot system. Install XP first, then Ubuntu will sort out dual booting for you. Best of both worlds then.