As a new Linux user my suggestion to you is to try a "LiveCD" before
PCLinuxOS is a great place to starthttp://www.pclinuxos.com
Also check the Live Linux thread for others such as
Ubuntu, Puppy Linux, Damn Small Linux, Knoppix and others.
Once you've downloaded a distribution and played around
with it you can choose to install it to the hard drive and thats when
you will get into partitioning and "dual booting" between windows
Current systems: WHAT OS, BackTrack-raw, PCLinuxOS, Peppermint OS 6, Kali Linux
and a custom Linux From Scratch server hosting a bunch of top secret stuff.