I actually needed a different approach compared to the suggestion in comment 1. When I used ubuntu-8.04-alternate-i386.iso, /ubuntu/install/boot/vmlinuz wasn't created (might be a bug?). After reboot, this resulted in a complaining grub (find --set-root --ignore-floppies /ubuntu/install/boot/vmlinuz)
Here's what I did: I've downloaded both Wubi-8.04.exe and ubuntu-8.04-desktop-i386.iso (desktop!) into the same directory, and executed Wubi-8.04.exe.
I actually needed a different approach compared to the suggestion in comment 1. When I used ubuntu- 8.04-alternate- i386.iso, /ubuntu/ install/ boot/vmlinuz wasn't created (might be a bug?). After reboot, this resulted in a complaining grub (find --set-root --ignore-floppies /ubuntu/ install/ boot/vmlinuz)
Here's what I did: I've downloaded both Wubi-8.04.exe and ubuntu- 8.04-desktop- i386.iso (desktop!) into the same directory, and executed Wubi-8.04.exe.