You can install it on the first hard drive without destroying data.
Ubuntu will just set it up as dual boot.
To just try it, you can just pop in the DVD, and it will run from the DVD
You can install it on your second drive, as far as I know, Ubuntu will re partition it and save the data, but I have never tried it with a non booting drive.
Trouble is, even if it works, you would have to swap the boot order each time you wanted to change OSs.