installation - How to install Side by Side Boot on Windows XP

I have looked at other questions but none seem to help my problem.

I am trying to install the latest version of Ubuntu off a USB Stick Side by Side with Windows XP. I have it booted up but when I get to the install page the only options are erase hard drive or "Something Else". I don't want to destroy anything messing with partitions, so if that is the answer please be specific and detailed...

Thanks