If working in a VM does not piss you off (does for me...) You could always install that ubuntu onto you HDD (best distro to begin with IMHO) and leave windows permanently. Ubuntu is very nice indeed. If you find it slow / don't like unity (I only like it for touch screen integration) you can always try 10.10 (me), the classic desktop or mint (faster).

As for deb files, they are a nice way of doing things, but only for a finished product. I would refrain from trying every build/version in deb format because linux will keep every single version you install from debs Oo and that lib folder may start growing...

However, a deb file is an archive (tar.gz if I recall) of multiple other archives on of which is (data? correct if wrong) which conatains an image of how you want to change the target system from the / folder... Think of it as an archive you extract into / and it merges the lib, usr, sbin and etc folders onto the root and places your files. Simples really.

Edit:
Or you could read Carvers link that just showed up when I hit refresh (yesterdays browsing session )