Try Puppy Linux. It boots from a CD and if you have at least 256mb RAM It can be setup not to put anything on your HD.
Burn an ISO image to a CD/DVD , insert it in the drive, reboot, and in about 1 minute Puppy linux is running. If you have a burner on the computer you are running it on, it will make a multi session disk of the boot disk and save any changes or prefernces you make. The program is only 60 meg, and to go back to windows you just take the cd out and reboot. If you need the CD/DVD just remove the disk after boot. It runs totally in RAM.
Oh yeah you can install on a hard drive if you really want to.Puppy ForumPuppy Home Page