Portable Ubuntu is a stand-alone package that runs a fairly standard (i.e. orange-colored, GNOME-based) version of the popular Ubuntu Linux distribution.
It just doesn't bother creating its own desktop, and puts all its windows inside your Windows, er, windows.

Download: http://portableubuntu.demonccc.com.ar/en/download
You can also download it from MySharedFiles:
http://mysharedfiles.no-ip.org/Linux/Portable_Ubuntu_DOS_Lite_relea...