http://www.ubuntu.com/getubuntu/download
See the green box with the white arrow that says: "Start Download"? Below that there is a check box that will allow you to download the Alternate CD rather than the Live CD.
The Alternate CD does include a partitioner that is correct. I didn't buy my Dell with Ubuntu installed, I have been using Ubuntu before Dell started the offering. I don't really know how they are setting up their partitions these days. I personally only have an ext3 and swap partition on my computer. I wouldn't want any other partitions.
What is Dell Media Direct in relation to Ubuntu? In Windows it controls the Media Player I think so you can play music and video, but even that I find a bit useless.
Again, just reply if you need any more help or have any other questions. :)