A: There are so many linux distribuations shortly we call them linux distros, some of them can be divided into two major groups, rpm based like redhat, fedora and mandrake etc, and debian based distros like ubuntu etc, the basic of all linux distros are the same but they have just minimal defferences in their package selection and method of installation, some of them are collection of few packages in one cd and some include more set of packagein 3 or more cd's or dvd's.
To download linux there should be a high-speed Internet connection (T3, T1, xDSL, cable modem). Trying to download a major vendor's version of Linux will most likely be a frustrating experience with a dial-up modem connection, with slow connection the other problem will be a corrupt download which will not work for installation. One can downaod these iso's from the iso directory of each linux distribution download site, below are some links to linux distros:
http://www.distromania.com/
http://www.linux.org/dist
http://distrowatch.com/
http://www.linux.com/
http://www.linuxiso.org
B: Before burning check the iso images, and make sure if they are not corrupt dwonloaded, some use Md5sum and other sha1sum, run these commands in linux termianl:
  md5sum <file name>
  sha1sum <file name>
In windows download the md5sum.exe and and copy the file to C:\Windows (or C:\WINNT for Windows NT 4.0/2000), Open a DOS prompt, use the cd command to navigate to the subdirectory where you stored the downloaded iso images, now type:
md5sum iso_name
Or read the md5sum-windows.shtml or http://www.fourmilab.ch/md5/, For sha1sum download the digsum.zip, unzip and run the sha1sum in dos. and check the hashes with one from the iso images server. The iso images can be burn to dvd or cd's from windows or linux, the option for burning should be as 'disc image' or 'Burn Image' or any similar option from the cd burning software. Some linux iso's can be installed from the hard disk for how to details visit HD INSTALLATION link. C: If there is installation of linux and windows in the same hard disk, better to install the windows first in C drive and linux can be installed in any primary or lgoical partition.
For installation make the first boot dvice cdrom and put the linuux installation disk.
D: To use less memory can run the text installation or continue with the grphical installation, there will be opitons to select the keyborad layout and installation language by defalut they are set to US and English us, initial or new installation will be a fresh install while upgrade will upgrade the privious linux installaion. E: Making room for linux:
Linux can be install in any primary or logical partitons, the hard disk partitioning can be done with any disk manager from windows, or linux can do while installation, there are three options for disk partitioning:
The first and default option is to use the whole hard disk for linux this will wipe the whole hard disk, the second option is to use the free space if you have, this will keep the other partitions if there is one, these are all automatic partitioning by the disk manager, the third option is custom partition select this one if want to manually do the partitioning, it is safe and better.
This is linux nomenclature of hard disks and partitions:
  Primary master is /dev/hda or /dev/sda
  Primary slave is /dev/hdb or /dev/sdb
  Secondary master is /dev/hdc or /dev/sdc
  Secondary slave is /dev/hdd or /dev/sdd
In linux the first 4 digits are for 4 primary partitions even if they didn't exist, for example if you have just one primary partition C, in linux this will be /dev/hda1, the 2 more digits will be escaped, exteneded partition is /dev/hda4, and the first logical partition D is /dev/hda5 and so on, for more details read faq 15.
F: Packages For Installation:
Every linux distro is a collecion of so many packages, default installaion is the minimal packages that run linux for a certain purpose, for exmaple server installation will install the only packages need to run the linux server. you can select any default installaion, or can cusomize the pakcages as per need, for a newbie it is better to continue with the defualt installaion, and then one cand add or remove packages, read faqs for help. G: Bootloader or Boot manager:
Linux bootloader boot linux as well windows partitions, the default bootloader in much linux distribution is grub, select to install the grub to the mbr, grub will add the all other installed operating systems for boot.
I: Network Configuration:
Can configrue the network or leave it to configure later when installation complete.
Firewall:
Leave the firewall enabled, to easily configure the network rules, later install a linux firewall like shorewall.
SELinux:
Select the defualt level for Selinux or as wish.
Time Zone Selection:
Disable the UTC if run the windows as well.
Set the Root Password:
Set the root password for the linux system, the first login to linux is with the root password, then can create user logins.
Additional Language Support:
Select the addintional languages want to install.
This was the installation basics for linux the steps may vary in defferent linux destributions, more details can be read from the linux official web sites, To start the linux and know about linux common commands read the Start to linux and my faqs for some more linux help.