I too had problems with Wubi at first.
One thing that can cause an error, may be if you closed the installation window where is asks for information, like how much space you want to use/username/password....and so on.
If you close the installation window there, you have to actallu go to:
My Computer >> Control Panel >> Add or Remove Programs
and remove Ubuntu from the list.
Other than that, there should not be anything that causes errors, unless you don't have the ram and space needed.
To have Wubi install a different distro you would have to do some changing of the code, but it is possible.
Check this out. ( At the VERY bottom, it describes how to use your own distro. )
https://wiki.ubuntu.com/WubiGuide
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