There is one distribution of Linux called Ubuntu Linux. It comes from South Africa. It maybe sounds funny, but it's not a joke. It's quite popular by the way. You can DL it for free from their home page:
http://Ubuntu.com . You can also make your own CD and then run this Linux from a CD.
You don't need change anything on your computer or on your current Windows settings to do this. It is great opportunity to see how Linux works without fear. you'll get lost something in Windows.