live cd or pendrive linux
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Use unetbootin or lili to put the .iso file on a memory stick.
Of all the live discs, i love puppy linux the best.
If you really want to do more with linux
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Install the excellent linux mint 11 (choose 32bit or 64bit as required)
When you feel comfortable, install additional window managers and explore their features and technical aspects.
Lightweight WMs to try are fluxbox, FVWM Crystal, IceWM, JWM, E17. They are memory efficient and slick. Some of them can handle advanced libraries and plug-ins which means you get to keep your integrated desktop environment and high-end video.
What's the difference with linux?
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Appearance - clean, legible text rendering and colour accuracy.
Control - your box won't be doing random krep without your approval.
Security and privacy - popular distros are secure by default. A few viruses exist but you have to be super stupid to circumvent all the security features to execute rogue code.
Free - no dumba55 commercial licenses. no idiots calling you a 'pirate' when you do some word processing or listen to some music. donate to projects if you wish.