You are talking about a Live CD version of Linux. You boot from a Live CD, and you can run Linux without messing with anything else on your system. You will have to burn your own cd, and I would recommend that you try Ubuntu, as it is probably the most "Windows-like" system, so will not be as intimidating. It should also detect all of your hardware, so there should be no problems with Internet or anything like that. Download the image from here:
http://www.ubuntu.com/getubuntu/download
Once it is done being downloaded to your system, you will need to burn an ISO (which means you will probably create a few coasters in the process due to unsuccessful burns... it happens to everybody). Every burner creates ISO's in a slightly different way, so you will have to research a bit how to burn an ISO using your particular burning software. Or use something like
Magic Iso, or some other ISO burning software. Once you have successfully burnt a working ISO, then put it in your cd player and reboot your system. Chances are that it will boot from the cd by itself, but you may have to force it to boot from the cd manually.
One thing to keep in mind is that a live CD runs completely in memory, so it will run slower than if it were installed. You will also not be able to save anything. When you are done, reboot, take out the cd, and you will be able to boot into Windows like normal.
**** Just as a note, there are many other distributions of Linux that have live cds, and other people have their own 'favorites'. I have been helping quite a few people use Ubuntu over the last couple of weeks, and it seems that they are picking up on it pretty fast.