A good place to start is, like
linux_0 stated, a liveCD(1) distribution(2) called knoppix. There are some distributions (distros as some call them) that are targeted for specific purposes, like a magor split is whether they're meant to be a livecd or installed. Another fun livecd distro to try is kororaa, although it's not nearly as useful as others.
Basically, the idea with a liveCD is to download a CD "image" which is burned to a CD, restart your PC with the CD in the drive and boot from the CD(3). This loads up a version of a GNU/Linux operating system.
Here are some helpful links if you want to give this stuff a spin:
Knoppix liveCD homepage, to download the cd image
Kororaa liveCD homepage
Instructions and a free download for burning a cd "iso" image, if you need it
Guide on how to enter most BIOS's, or just read your computer's screen on boot.
(1) A liveCD runs from the cdrom and memory, and does not install stuff to the hard drive, so when you remove the cd and reboot, Windows will be just how you left it. great for testing things out, and it can also be used to recover data from a Windows computer that won't boot up all the way anymore and can't be recovered in other ways.
(2) Distributions are collections of software that are put together by various groups that can vary widely, but ultimately all use the Linux kernel underneath (think of this as if there were differnet versions of Windows with different programs installed by default, including different "look and feel" stuff)
(3) You may need to reconfigure your BIOS to allow booting your system off of a CD and to do so before trying the harddrive, unfortunately there is no standard for entering the BIOS configuration and where in the configuration this exists. The above link is a fine start for figuring out how to get into the BIOS configuration and, once there, usually it's pretty easy to find the boot settings.