Take these precautions:
- Make sure you don't have a WinModem first (I got in this mess many times....)
-Learn to use Konsole
[- Learn to tarball/install from source code
[- Learn to use WINE
- If you're new to Linux, get a Click-And-Install type of OS, such as RedHat, Mandrake (Better for those new to Linux), Fedora
- Get ready to kiss a lot of your favourite Windows Apps/Games goodbye
However, Microsoft has released a program for windows which allows you to run any OS under Windows (Making Windows the "host" OS, and you can full-screen the other OS, so you can have multiple OSes online at the same time.) I don't remember the name, sorry.