When you've been using a computer for a long time, you amass a lot of data. Forget software?the data is the most important thing on your system, and you need to get it backed up. Whether you dual boot or not, I want to stress that you are going to be doing some major changes to your hard disk. Please don't take any chances with your data. Make a backup.
Because Windows backup programs aren't necessarily going to be helpful in getting your data onto a Linux system, you should copy the various word processing documents, spreadsheets, graphics (all those pictures you took with your digital camera), music files, and anything else that you will want later onto some kind of media, whether it is a ZIP drive, diskettes, or a CD.
If you have large amounts of data, it might make sense to keep a Windows partition around long enough to copy from one to the other. Most of the major Linux distributions will not only notice the existence of your Windows partition, they will also provide you with an icon on your desktop so that you can easily access that data. Although this may seem like a great way to avoid backing up your data, please don't ignore this step. In fact, if you haven't been backing up your system, your system has been living on borrowed time. If in doubt, back up.