Kaister , this is what I had to say to Johanus in another thread,
If you want to run Linux in Windows, (which is kinda cool), go here
Wubi - Ubuntu Installer for Windows It runs linux inside of Windows but is still a seperate operating system. If you get good at linux later and want to free up the space on your hardrive in Windows just go to the Ubuntu folder in Start>Explore and click on the uninstaller icon in the file and boom, linux is gone.
If you go the wubi route Ubuntu will be added to your Windows bootloader and when you start up your computer you will get the Bootscreen from Windows with Windows XP on top and Ubuntu underneath so you can pick which system you want to boot. I think on the Wubi install you can pick from a 8gig install to a 30gig install. Its a neat way to play with Linux in my opinion. Read the whole page on the Wubi link to get a idea what I am talking about. I also recommend the Ubuntu install,Not the Xubuntu one. Just make sure you remember user name and password (write it down) as it is important because you log in every time you boot up linux,(because you are admin.)