How to run a distro inside of windows? part 2

Hi,but i learned that you can run any distro on wubi so if you download the wubi.exe and want use other distro you have to put the two on the same folder, run wubi and look on advanced settings.
From wiki.ubuntu.com:

How do I install multiple distros?

You can install your favorite distro from within Wubi (see the advanced settings) and then once you are in Ubuntu, you can install the other desktop environments as normal packages. Each desktop environment is available as a single package (e.g. kubuntu-desktop). You will not have to reboot to change the desktop, simply log-off and choose the desktop environment in the options at login.