(As always, backup your system before you start, yada, yada. At least copy all your important files to a USB thumb drive.)
First, choose a "distro" (distribution) of Linux. Distrowatch.com
has information on essentially all Linux distos (plus a few non-Linux OSes). Right now Mint
is the most popular. Fedora
(the best, IMO) is third. Arch
has the advantage of rolling updates. That is, you just do normal updates forever and never have to do a major upgrade to the "next version." PCLinuxOS
has a rep for being easy to use.
Second, download an installation iso file and burn it to a CD or DVD. ("iso" is the file format used by CDs and DVDs. You download it as one huge file with an .iso extension. But don't just copy it to a disk as a file, you have to do it such that it's a file system.) I always use the network-install CD, if one is available. This only includes a very minimal system, so it's very small, but it requires a good internet connection (not a dialup) to download packages during installation. You may be able to install some isos on a USB thumb drive and make it bootable, though I've never done that.
(Optional: Step 2.5, boot a "Live
" version, if it's available. This will allow you to experiment with it before doing an installation. I have a friend who's hard disk became corrupted, so he now uses a live version of Knoppix
for his OS and saves his work to a USB thumb drive. He views it as a permanent solution.)
Third, boot the CD/DVD/USB-drive. The top distros all have user-friendly installation programs. They should offer to shrink your existing Windows drive partition to make room for Linux partitions, or to totally wipe out Windows. I recommend shrinking Windows instead of wiping it out. Dual-booting is a colossal bother, but you can access your Windows files from Linux without dual-booting. And you might be able to run some Windows programs in Linux with Wine