i suggest to install debian
current sarge is quite easy to install, and you can actually learn some linux using it, not like with suse, where you even dont have to use console (you dont have to in debian, but its much more easier this way).
You can install most of distros next to windows installation, simply make some empty pace with partition magic (or some similar app). When you install linux, simply check "install in empty space" and install lilo or grub (the 2 most commonly used boot loaders) into mbr so you could dual boot between windows and linux.
sounds simple, but in real life there could be complications (like hardware support) and simply installing linux isnt victory over it, configuration and installation of different apps just begins... and that could prove much harder.