For beginners who don't want to ruin their Windows install, there's that nice program called vmware. It allows you to run a virtual machine, which can in turn run pretty much any (Intel/AMD compliant) OS. Which means you can try Linux (be it Gentoo, 'Drake, or RedHat/Fedora), up beyond belief, and then learn from your mistakes without ruining other partitons. Then you can retry.
Needless to say, it's better to buy <a href="http://www.vmware.com/products/desktop/ws_features.html">vmware</a>, but there's also the possibility of <a href="http://www.vmware.com/vmwarestore/newstore/wkst_eval_login.jsp">evaluating</a> it. Or other ways to get it too. Whichever floats your boats.