To expand on Col's response, Ubuntu can be downloaded from the ubuntu.com downloads section. You probably want the 32bit Desktop version, the latest edition. Download the ISO and burn it to a CD.
First, he should make sure he has all the files he wants copied to the local machine (this will simplify things, so that he doesn't have to make ubuntu connect to the network - that would really set off alarm bells). He'd then probably want to disconnect the network cable, for good measure (for the aformentioned reason). Then he can boot his computer with the CD in the drive (ie: put the disk in the computer while it's still on, then restart the computer).
Now it will run Ubuntu in "live" mode, directly from the CD and in the RAM. Press ENTER on the boot screen to load up the system (or wait 30 seconds and it'll do it for you). It won't install unless he goes to the "Install" icon on the desktop later and follows through the wizard - so make sure he doesn't do that.
Once it loads up, he'll be using Ubuntu linux, which is completely separate from the windows on his harddisk. He can go to the "Places" menu (on the top menu bar), go to "Computer", find his local harddisk and browse for his files. He can then plug in his external USB drive, and copy the files to it (there will be an icon for the USB drive on the Desktop).
Once it's finished copying and he's got all he wants, he should go to the "System" menu (again, on the top menu bar), go to "Shut Down" to turn off the computer, and remove the CD when prompted. Then he can unplug his external USB drive, plug his network cable back in, and boot his computer again as per normal. Hehe :D all done!