First, backup your data.
Second, download a distro of you choice.
Third, make a LiveDVD or LiveUSB.
Fourth, Boot into the Live environment and try it out.
Five, If you like it, click the install button and follow the instructions.
Six, enjoy.
OK I advise making a separate / and /home partitions. This will allow you to go distro hopping without have to move your data around.
I hope this helps.
I almost forgot, please read the documentation and user manual before doing anything. This will save you some grief later.