Your options are as follows:
Either to install from within your current OS
Windows:
* Wubi: Wubi allows you to install and uninstall Ubuntu as any other Windows application.
Previous release of Ubuntu Studio:
* Upgrade: Press Alt+F2 and type "update-manager -d", this will update your current Ubuntu Studio to the latest release.
Or install from boot:
You can install from DVD, USB or PXE.
DVD:
*An iso image can be downloaded from Ubuntu Studio and burned onto a DVD or a copy can be obtained free of charge from Canonical.
USB:
*Thumbdrives and memory cards can be made bootable with UNetbootin for Windows or Linux. Existing Ubuntu 8.10 users will find a tool for this in System->Administration->Create a USB startup disk.
PXE:
*You can install from network with PXELINUX
Inside BIOS select respectively CD-ROM, USB drive or network in the bootmanager.
Once installation media is found, the process is the same for all three options. Follow directions given by installation.