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I've never had any compatibility problem with Ubuntu (tried it on multiple machines), but hey you could always dual-boot. That means having both Windows and Ubuntu on your computer at the same time. Each time you start your computer (you 'boot') you will get a menu asking you to chose what OS to boot on.

Like this you could boot on Ubuntu everytime you want to work on programming and Windows when working normally.

Another great solution is using Virtualbox. This way you can run Ubuntu as a simple application inside of Windows.

My own personal opinion
Get rid of Windows. At least for a while. Spend 2-3 months running Ubuntu alone. After that you will decide if Ubuntu is good for you or you should go back to Windows.
I'll try to use Ubuntu as much as I can, but I don't think I can run my games from it :S . You know what, I have no idea about Ubuntu's features, I'll try to get it before Friday, and then I'll decide.

P.S: He told us to boot Ubuntu from the flash memory drive ( He included a software that make the USB flash bootable, is it safe/good? :S Since you didn't mention it :( .
BTW, virtualbox is my favorite way to go.
Bootable USB are usually safe (if your teacher wanted to give you malicious software he could, but I highly doubt he'll do that). There's a high chance that what he gave you is called a "Live USB", which means that if you boot on the USB, you can try linux without even installing it on your computer. In other words, next time you boot without USB (directly on your hard drive), you will get into Windows like nothing happened.

Two disadvantages of "Live" sessions:

1- You cannot (easily) save files or save your settings (like your wallpaper or your username). It's all "live" and will exist only until next time you reboot.

2- It is VERY much slower than actually installing. Ubuntu is very fast natively, but you won't get that speed running it on live USB.

A "live" distribution of Ubuntu will allow you to launch the "Installer". It's a program that allows you ... to install Linux on your computer. (remember you don't have to get rid of Windows, you can separate your hard drive into 2 OS).

In short: There are plenty of ways to try/install Ubuntu. Since you're a gamer (your games probably won't run on Linux) and you want to keep Windows, I still recommend trying VirtualBox. It's so easy. Talk to your professor about it, he'll guide you if necessary.

PS: I never congratulated you on choosing engineering as a major. It's going to be tough 4-5 years now, but once you graduate you'll be very happy to have this diploma :)
http://www.ubuntu.com/download/ubuntu/windows-installer
It says that it runs Ubuntu alongside Windows, It don't mention if it's at the same time, or separately. But will go with it since it's official; I'll download it next month, since my quota is depleted this month, so I'll stick to VS2010 these couple of days.
rahmu wroteI never congratulated you on choosing engineering as a major. It's going to be tough 4-5 years now, but once you graduate you'll be very happy to have this diploma :)
The first thing I'll say to my son is:" STAY AWAY FROM THE ENGINEERING FACULTY ". Well, I would love to give hell a look to see which place is more painful. And this is after 1 month in this ..... "thing". :S

Thanks btw for your support, really means a lot. Thanks :) .
And ∞ thanks for helping me with this.