Thinking about switching to Linux

So I've only used Windows all my life and I'm thinking about switching over to Unbuntu since now Windows crap is too much for me, but I've invested so much time into Windows that I'd like to know if Linux/Ubuntu can handle regular Windows file type associations so I can carry over some of my files.

I was playing with Ubuntu a little bit on VMWare and it seems like the visuals are kinda laggy. I have a Geforce 6600, is there something special I need to do to configure my video card?