nuby777,
It would be more helpful if you could give more info. What Linux distribution are you trying to install?
One important thing do you want to remove the Win 3.1 and install the Linux instead of it. How many drives do you've in your computer?
Do you how to change the BIOS settings? You need to change the boot sequence so that CdRom is the primary boot device, so that you could boot through the Cd and install the OS.
Plz get back with the info and we could help you more...