Step 1
Download or copy from someone who has, the Linux OS image (always in .iso format)
Step 2
If you do not have a software that can burn CD or DVD image, then download active@ ISO Burner, it is free. (Most CD burning utilities can burn images, I know of Nero and Roxio)
To make USB flash images, dowload liveusb-creator-3.7 free utility.
Step 3
Install these softwares and run them. The liveusb-creator-3.7 does not need installation, just extract the zip file and run the application

From Drop Box

Step 4
Insert the empty CDor DVD into your drive and set the parameters on the active ISO burner to that shown below

But if your CD or DVD drive is not very strong, set the Speed to 10x for CD and 4x for DVD. In fact, those settings are recommended even if your drive is new. This prevents error in the data burned since you will end up burning till the edge of the CD or DVD considering the size of the images which nearly equals the total capacity of the CD or DVD.
Then browse to the directory of the Linux OS image file and select it in the source box below.

From Drop Box

For the USB flash image,

click the browse button and select the image file. Indicate the Target Device and create live USB.
Step 5
Reboot your computer and set the boot sequence to use DVD/CD drive and USB drive before Hard Disk.
Voila! Your computer will boot into the Linux OS, just make sure you do not install the Linux yet, and choose 'Boot without installing' or 'Run without any changes to your computer'. Now you can tryout the Linux OS without installing it on your hard disk.

Installing software on most linux distributions (K/Ubuntu, Mandriva, Fedora Core, OpenSuse etc.) is most times easier than for windows. It is just that we are so accustomed to windows that we expect things should be done in the same manner in linux.
Linux comes with an automatic software finder and installer utility. In (K)Ubuntu, it could be Adept or Synaptic, in Mandriva it is simply named 'Install and Remove Software'. Whatever it is called in your linux distribution, they all function the same way

From Drop Box

Just run the utility, locate where the 'update from repositories' or something similar is and click it (you might be asked to select media sources, choose/tick all). This will through your internet connection download the most recent lists of available softwares for your linux and their descriptions. So you must be connected to the internet, but if you have no access to the internet there is an alternative. After the update is done, you will go through the list of softwares and check/tick the box beside the softwares you want to install, the click on 'Apply' to install them. (If you have a slow internet connection, do not check too many softwares).
If you have no internet connection on the system running the linux, you will have to use another computer system with internet connection to download the software you want to install. Just google out the linux version of the software (e.g type in google search box 'download linux version of Opera 10). Most times you will end up downloading the source code (Opera10.tar.gz) or an executable bin file (Opera10.bin). You might also be a able to see a version that is specific for your linux distribution (e.g. .deb for K/Ubuntu or .rpm for Fedora/OpenSuse/Mandriva). You can install this by just double clicking on the file.
For the Opera10.tar.gz -
1. Copy it into a folder in your target system maybe the /home/download folder or any other of your choice.
2. Right click on the file and choose extract here (an Opera folder will be created in the /home/download folder.
3. Enter the new folder and copy the address location (maybe /home/download/Opera10).
4. Goto the Terminal or Konsole bash commandline.

From Drop Box

5. Change to the folder directory by typing cd and pressing Shift + Insert (to paste the already copied location) then Enter.
6. Type sudo ./configure
make
sudo make install

From Drop Box

These will compile and install the software.
For Opera10.bin -
1. Copy the Opera10.bin to say /home/download.
Goto the Terminal or Konsole bash commandline and change to the directory by typing cd /home/download
2. Type sudo chmod a+x Opera10.bin to make the bin file executable

From Drop Box

3. Type ./Opera10.bin to install the software.
For further clarifications or any questions, feel free to enter them as a comment.

1. MICROSOFT WORD - OpenOffice.org writer is a perfect alternative, it oftens come pre-installed on the Linux OS. I use it both on my Windows OS and Linux, there is both the linux and windows executable. I even used it for my technical reports in the University, it can read and write Microsoft word file format (.doc) but can only read word 2007 format (.docx).
2. MICROSOFT VISIO - Dia can to some extent be an alternative to visio, just that you might have to save/export the page as an image for you to insert/import into another application like the openoffice.org writer, Kwrite etc.
3. MICROSOFT WORDPAD - Kwrite is a very good alternative and it comes pre-installed on most kde linux version.
4. MICROSOFT NOTEPAD - Gedit, Kedit and Kate are better alternatives to notepad, they allow you to save as a any file format you desire without putting a " " quote. This makes them easily used as a programmer's notepad.
5. INTERNET EXPLORER - There is Opera, Firefox and Konqueror which work just as well or even better that the latest Internet Explorer.
6. WINDOWS MEDIA PLAYER - VLC player is a very perfect and better alternative and can play nearly all known popular music and video format. There is also Amarok and Kaffeine.
7. ADOBE ACROBAT READER - There is Okular, Xpdf and linux version of acrobat reader.
8. NERO BURNER - There is k3b and brasero on linux and in my opinion, k3b has been the most reliable burner I have ever used, especially for burning images.
9. HYPERTERMINAL - CuteCom and Minicom works just as well.