You may try Damn Small Linux (DSL), because you may boot it from cdrom and run Linux without installing or modifying anything in your HD, so that you can practice some commands... Later you may install this or another distribution to the HD...
http://www.damnsmalllinux.org/
Of course it will run very slowly if the cdrom is slow (4x or similar speed), so you may want to run it from the HD with the help of a boot floppy disk.
It can be installed to HD (just choose the menu option for that, after you have made backups of all your important windows data...) or just run from a file, INSIDE the windows partition, as if it were another cdrom... (the first option installs some 200MB of uncompressed data to HD, while the second keeps the 50MB compressed file and "uncompresses" it on-the-fly with the help of cloop (and requires CPU cycles to do that...).
To simply run from the compressed (50MB) filesystem from HD (slower than normal HD install, but faster than running from older cdrom drives), do as follows:
1. Create a folder at your windows partitions:
C:\KNOPPIX
2. Put the cdrom in the drive D: and then copy the file KNOPPIX from the folder D:\KNOPPIX to the newly created folder, so that you have:
C:\KNOPPIX\KNOPPIX
(A 50MB file).
It is not required to copy any other files from the cdrom to the harddisk.
3. Create a boot floppy:
Under Windows:
- Put the DSL cdrom in the drive
- Put an empty, DOS formatted 1.44MB floppy disk in the A: drive
- Download the program Rawwrite.exe or Rawwritewin.exe (get it from the internet, it is available under Dosutils folder at FTP directories of linux distributions like, e.g., Mandrake, or other sites). Note the double 'w' (rawwrite.exe, NOT rawrite.exe).
- Use the script in the cdrom (mkfloppy.bat) by copying it and the file boot.img to the same folder as you saved rawwrite.exe or rawwritewin.exe, and running the later program).
4. Remove the cdrom
5. Configure bios to boot from Floppy disk
6. Boot DSL from floppy, and after not finding the CDROM, it will look for the file saved to HD (C:KNOPPIX\KNOPPIX) and run the system from there...
Update: Now I see that you received a reply about Vector Linux - Indeed, I agree that it is also an excellent idea!
Andreas
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