Depending on what type of setup you want, you'll have to either wipe right over Vista, or set up Linux on a separate partition so that it runs as a separate operating system (if you choose this option, you'll get a choice on startup on which operating system you want to use).
Linux is like the name 'Windows' - it signifies what the operating system's core is based on, but there are many different versions under that name (for example; Windows Vista). The most popular Linux distros (versions) are; Ubuntu, Fedora, and openSUSE. There are many other distros available, but for the beginner to Linux I would recommend Ubuntu; a sturdy and reliable all-round distro.
Installing Linux is easy, but it depends on which distro you choose as to what are the exact steps that you'll need to take while installing. However, the first steps are common in most distros; you'll need to download the ISO (a CD image), and burn (save) it to CD. When you put this CD into your drive, it works exactly the same as if you were installing Windows; you'll get a menu of available options and from there you need to refer to the help files belonging to the Linux distro that you choose.
Download the Ubuntu ISO: http://www.ubuntu.com/getubuntu/download
Burn the Ubuntu ISO to CD: https://help.ubuntu.com/community/BurningIsoHowto
Install Ubuntu: https://help.ubuntu.com/community/GraphicalInstall
General Help with Ubuntu: https://help.ubuntu.com/9.10/index.html
Please make sure that you have read and understood all of the install instructions before beginning the installation - if you do it wrongly, you could, in theory, erase your entire Windows partition (and that includes your personal documents).
As for installing it on a Mac, I'm not sure. Mac has built-in limitations on the hardware that prevent un-authorised operating systems from being installed (an Apple Mac computer is both the hardware and the software). You certainly wont be able to install Linux on an out-of-the-box and non-modified Mac computer. Also, doing this would void your warranty. So I'm afraid I can't help you with this.