There are a few different methods for installing Linux on your computer, but generally, the most popular way is by downloading and burning a live CD .
The Live CD Method
You'll have to get your live CD from the net, so head to your distribution's home page (like Ubuntu's)and look for a downloads section. Most will make it pretty easy to find. In addition, many sites will even host BitTorrent downloads of their distribution too, which will be a little faster—so if you see a link for "alternative downloads", check that out. Otherwise you can probably download it directly from the site.
You'll probably have a few different choices when you download. For example, some distributions have netbook-optimized versions, while others (like Ubuntu) will offer different versions based on the desktop environment they come with. And, most will have 32- and 64-bit versions available as well .
Once your .ISO file is done downloading, open up your favorite burning program and burn that sucker to a blank CD. It's pretty easy to do on Windows 7. Once it's done burning, restart your computer. Wait for the "press any key to boot from CD" prompt, and then press a key. Once the CD boots up, it'll give you the option to try out Linux or install it. Go ahead and click install. If you want to try it out, though, go for it—you'll be able get a pretty good feel for what the desktop is like. When you're ready to install, you can usually launch the installer right from the desktop.
