Linux has really improved in the last few years in terms of easy graphical installers, support for most hardware, and software package managers (to add or remove programs). So really the hardest thing is to just select which Linux distribution is best for you. The top ones now are; Ubuntu, Fedora, SUSE, Mandriva, and here are some helpful Linux sites to check out;
http://distrowatch.com/dwres.php?resource=major , you can either download the large iso file and burn an image of that .iso file to CD, or just order a bootable live Linux CD, which is great to try it first. Most new to Linux people select Ubuntu, due to ease of install and use.
http://apcmag.com/how_to_dualboot_vi...lled_first.htm , here are some CD sites;
http://www.linuxcd.org/?ref=distrowatch, and this site here too;
http://www.osdisc.com/cgi-bin/view.cgi/products/linux , The main process is partitioning the hard drive correct and safe, Linux needs 2 partitions, the main one is for root (/) and 10-15 GB is enough space, then the 2nd one for swap partition, (near your RAM size), I use the custom or expert option to get partitions just how I want, but they do have the option for the reccomended layout with shrinking your Windows partition to make room for Linux. Then it will install the GRUB boot loader on the MBR and add windows to a multi-boot menu.