PC World has a terrific step by step Ubuntu Linux installation guide. This guide has terrific screen shots and clearly tells you what happens when you install Ubuntu. It spells out what to expect every step of the way!
Lots of folks want to try Linux but become a bit intimidated when they read or hear that they have to partiton a hard drive or overwrite Windows, etc. My advice has always been to install Linux on a second system. Lots of families, schools, community centers, etc. have older systems that have been discarded only because of a Windows virus or bug. These systems are still viable and useful. Usually, these "older" systems are no more than two or three years old. They still pack plenty of power and memory! Even if you have to give the person or group 50 bucks, grab one of these systems and install Linux. Two things happen:
1.) You learn something new about computers without compromising or destroying your vital data on your primary system.
2.) once Linux is installed, you have,for all practical purposes, a BRAND NEW COMPUTER! Linux is going to bring new life to this system.
If you're new to Linux and want to give it a try, I recommend you read through this guide, print it out, download Ubuntu( or get the CD).
Then, get yourself an older used system, install Linux and take the first step to leaving Windows behind!