abhi,
Oooo... you already have Windows on the machine and you don't want to lose it right? Well... if its windows on the disk entirely, you'll want a Linux Live distro cd. Im also new to the Unix/Linux environment, but I've made mistakes and learned from them.
First off, don't install Linux on your machine, unless you're willing to start all over learning an Operating system. You'll want a CD/DVD live Linux Distro for that. You can find them at either of the below sites:
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www.knoppix.com
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http://fedora.redhat.com/Download
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www.ubuntu.com
After hitting the site, make sure that you're downloading the live copy of the distro. You don't want to install, and you'll know which you have when you boot from CD. Live boots straight to the GUI (leaving you in wonder as to how the interface came up since nothing was "installed").
Installations ask what partition and file system... blah blah... don't continue (again, unless you don't mind giving up MS for Linux).
There are several live distro's out there. Pick your flavor and enjoy.
.