start with a live cd, something like ubuntu, knoppix, SimplyMepis, or DSL if it's ancient hardware.
download the live CD iso file, use something like nero to burn the image to a cd, and then reboot with the cd in the drive (assuming your pc is set to boot from cd first in the bios).
it'll boot straight into linux without overwriting anything on your hard drive.
have a play and if you get on with it, consider a hard disk install.
Or, if you don't want to burn a CD, you could try installing Linux within VMWare or Microsoft's Virtual PC - both of which are free of charge now.
I'd also recommend getting and reading a book - have a look at your local library, before you splash out, you might be surprised at what they've got. The "For Dummies..." aren't too bad for an introduction, although I prefer The Linux Bible by John Wiley.
Also be prepared to ask questions and learn lots of stuff about how Linux differs to Windows.
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