first you need a partition... you can do this under disk manager, or 3rd party software partition magic etc.
second you need a Linux distro...
http://distrowatch.com/ i suggest Ubuntu for first time users. I suggest
Ubuntu for first time users.
download the ISO, burn it to CD, restart, change boot options in BIOS, boot from CD.
Again if this is your first time then i'd stick to using the LiveCD for a couple of weeks to get used to. If you really want to install it there should be a Live install button on the desktop. follow the instructions in that.
FB