Some programs and games are compatable using programs like wine and WineX. However there is a Linux (free) program out there for almost anything there is in Windows. Plus they all come on the disc so you don't have to download anything other then the original *.iso's. If you want to download Linux try http://linuxiso.org
. I recomend for a noob that you download Red Hat 9. If you feel adventerous you can try Slackware, Debian, Gentoo, or Fedora Core 1 Yarrow. Experiment, find the one you like best.