For many, who do not have the option to install Linux as their primary OS, here are the links to Live CDs images. The idea is to get the environment working without disturbing your existing non-linux OS. This also works great, if you need to use some software from linux temporarily.

http://www.livecdlist.com

I have used in these ways - you choose your preference:
- boot your PC from these CDs.
- mount them within a virtual machine e.g. vmware or virtual pc.
- use packaged vm (e.g. qemu) to run some of these from thumb/USB drives

Please post if you have any questions or experiences to share.