This situation is recommended most of the time because installing Ubuntu after Windows will not make Windows disappear in the way Windows does it when it is installed after Ubuntu. But even that it is suppose to be the easiest case, you still can encounter problems. The next steps will help you to complete this task for the most commune situation:
1. Windows installed (in my case Windows 7).
2. One empty partition where we want to install Ubuntu
3. Ubuntu LiveCD (it can be on a CD or USB stick). I test it for Ubuntu 10.10
1. First you will need to split the empty partition in two (sometimes are recommended three partitions). One will be used for Ubuntu OS and one will be the swap. The recommended size for swap partition is at least the computer internal memory size (1, 2, 4 GB).
1.1. Boot into LiveCD and open GParted. It can be found under System > Administration > Partition Editor. Resizing and creating ext4 partition for Ubuntu OS and swap partition with GParted is covered in the tutorial How to install Windows 7 and Ubuntu side by side.
1.2. If you have problems launching GParted application from Ubuntu LiveCD, you can use EASEUS Partition Master from Windows. I would not recommend Disk Management from windows (Start > Run > compmgmt.msc).
1.3. From EASEUS Partition Master you can easily resize one partition in two. You can even set the File System ext3 and swap for them.
2. Install Ubuntu
2.1. When you reach the step "Prepare disk space" select "Specify partitions manually".
2.2. Highlight the ext3 partition and assign the mount point "/". Check "Format the partition" checkbox and select ext4 as File System.
2.3. Highlight the ext4 partition and click next.
2.4. While the Ubuntu is installing on your computer, you will be asked for location, username, password and so on.
3. Dual boot
3.1. After you reboot the system following Ubuntu installation, you will now see the GRUB menu from where you can select to boot Ubuntu or Windows.
How to install Windows 7 and Ubuntu side by side
EASEUS Partition Master