Just get the cds, put the 1st install cd into your CD-ROM, change the BIOS boot order to boot frm cd-rom and just wait for the installation program to boot up and follow instructions. It's really easy. The anaconda installer is really great.
Would there be any advantages for a non-programer to run a duel OS machine? I have been thinking about adding Linux as something to play with, but I really dont know what I would want it to do for me that Windows doesnt already do.