You can try uninstalling the application from the windows side. (It should have finished installing on the windows side). Once you have done that you can download the .iso file and burn it to a cd. Boot to the cd, and choose install.
The installer will see that you have windows already, and you can choose to install side by side with windows. (this will install it the same way the windows installer does, within the windows install).
iso link: http://www.ubuntu.com/download/desktop
Check and make sure your file downloaded correctly with an md5 hash. You can find a list of all the hashes at: https://help.ubuntu.com/community/UbuntuHashes
To find out how to check the file please look at this documentation: https://help.ubuntu.com/community/HowToMD5SUM#MD5SUM_on_Windows
Hope this helps!