Linux is Linux and not Windows, so yes it is different but not not difficult to use. It is fast and mega stable. Apart from Ubuntu 8.10 which is utterly dreadful.
If you already have Windows I recommend installing Ubuntu 8.04.2 using the Wubi installer if you want to avoid partitioning.There is no need to burn a CD. Just run the installer, enter a password for the new account, and click "Install".
You keep Windows as it is, Wubi only adds an extra option to boot into Ubuntu. Wubi does not require you to modify the partitions of your PC, or to use a different bootloader, and does not install special drivers. It works just like any other application.
Wubi keeps most of the files in one folder, and if you do not like it, you can simply uninstall it as any other application.
Ubuntu 8.04.2 installer
http://wubi-installer.org/devel/minefield/
Select Wubi-8.04.1-rev506.exe
As I say I DO NOT recommend the latest release Ubuntu 8.10 as it is utterly dreadful.
Alternatively take a look at Linux Mint 5 http://www.linuxmint.com/rel_elyssa.php
You can run this without touching your Hard Drive by creating a LiveCD from the downloaded iso. using Nero Burning ROM or similar software.
LUg.