Wubi Ubuntu Installer for Windows: OSError [Errno 13] Permission denied

Wubi is the easiest tool to step into the Linux world, allowing Windows users to install Ubuntu with a single click. Oddly yesterday an installation failed with the following message:

OSError: [Errno 13] Permission denied: u’C:\\ubuntu\\install\\ubuntu-9.10-desktop-amd64.iso

To fix the error you just need to directly download the Ubuntu iso and put the file in the directory where your Wubi is located. Now relaunch Wubi and everything will work fine.