How to get and install Linux
I saw your post on digg.com asking help as to what Linux distribution to use. And some help with it. Check out http://www.geocities.com/dt2pc/distro.htm for a quick run down of Linux distros. When I first got into Linux I got way over my head. I backed up, and now I have a successful, highly functional, Debian box, as well as a few other boxes on specialty distributions. I'd recommend SuSE or Mandriva if you are a Windows user, and Ubuntu if you are a OSX user. Gnome (in Ubuntu) is more like OSX, KDE is more like Windows. Each distro has a different audience.
Congrats for wanting to try this out, it is tough sometimes but pays off when you can do whatever you like with it. For images try filemirrors.com or distrowatch.com. Download the .iso or .torrent file. If it is an ISO, just burn it to a disc as an image (Nero will do this). If it is a .torrent file, get bittorrent (or another client, such as azureus from sourceforge.net). This client (azureus) will use the small torrent file to download the large ISO file.
You are probably using a 32-bit intel chip (if you don't know what you are using, you almost certainly are). So grab a distribution that is X86 (like a 386 or if you have a P4, 586, though 386 will still work for a P4). Burn it to disc, boot from disc and follow the installer. I would strongly recommend you use a dual-boot until you are comfortable in Linux. So you'll have to resize your Windows partition. Windows usually hogs the whole disc, so you may have to reformat, or re-install windows. Either way make sure Windows leaves at least 10 gigabytes free for your Linux.
Install Windows first, then install Linux. Whatever distribution you choose, it will install a bootloader (lilo or grub) which enables you to use either OS. When installing make sure you use a journaling file system (ext3 or reiserFS). I suggest ext3. Leave about 1 gig free for a SWAP drive, a partition which will act as virtual memory for Linux. If you had a 60 gig HD you would end up with a Windows partition of say 30 gig, Linux of say 29 gig, swap of 1 gig. As a warning, Linux cannot write to an NTFS drive, which is what WinXP uses. So if you have MP3's or whatnot on Windows, you can read it (play the music) but not change it or add to it. Windows cannot read or write to Linux file systems without a third-party program.
One way to alleviate this is to constrain Windows and Linux to partitions that are, say 10 gigabytes a piece. Just for programs. The rest of you HD space could be a big Fat32 (max size for fat drives is around 35 gig) partition. Both Windows and Linux support reading and writing to a Fat32 drive. Alternately you can leave a small partition of 1 gig for Fat32, so you can easily transfer files between the two operating systems.
One useful program is WINE. I'm sure you've heard of it, it is basically a windows emulator. You can run native windows applications on Linux. WINE is still very new. Don't mistakenly think (as I did) something as complex as a game (even an old one like starcraft) will run in Linux with WINE.
One important thing to know is that using the CLI (command line interface) is key to managing Linux. Just because you have a user-friendly GUI distribution doesn't mean you have no need for the CLI, some things can only be done with a CLI. So get used to the Konsole (if you use KDE). When you do, a great command for help (there is the basic -help command but that stinks) put the word "MAN" (for manual) in front of a command or program to run, and you will get about all the documentation you need.
The two most frustrating things to Linux are 1. OS Installation and 2. Installing Programs. For every distribution out there, one of these or the other is tough. Debian installation is tough, programs are a breeze. Ubuntu installation is easy, programs can be a pain. Learn how to compile from source code (./ configure, ./ install), and how to edit config files. Learn CHMOD commands, they are important. Good luck.
If you have any other questions, feel free to ask me at my email address: firstname.lastname@example.org. I may recommend a forum or message board to you instead of directly answering, but I'll try to get back in a reasonable amount of time. Once again, good choice, and good luck!