Also, if you do not feel frisky enough to install anything on your machine as of yet. There is a walking linux called Knoppix. It's debian package based that runs in ram so nothing get's installed to the hard drive. That's the safe/safe way to play around with linux. But the performance isn't the hottest thing in the world. But it runs off a CD! how cool is that.

Knoppix
Make sure you pick the english version