i completely get what you mean i think most people that want to learn the so called way of hacking and i mean the blackhat way ask questions like that.
to be honest if you want the ways of the keyboard (the way i call it)
you need to put years and years of learning also your mind and way of thinking needs to be in the right place to even understand and be able to do the stuff you want to do
even while linux is recommended for it it is not 100% needed
but i advice you first to learn programming in multiple big times used languages like c c++ java python and others like that to understand what you can do and be able to do what you want to do.
to be honest i have seen many people to try it but many fail because it takes a lot and i mean really a lot of time and also a lot of determination and again the right mind set
also you can try to give this a look into http://www.abraxax.com/html/certifie...ker_-_ceh.html
but personally i see that as a quick know how for morons that want the skill but not put the time into it
but i recommend to give it a good thinking and do a lot of reacher online
now back to topic
you could try to download and burn backtrack http://www.backtrack-linux.org/downloads/
to a dvd and boot it (live disk) or use vmware and download a vmware image
it is used mainly for tasks like this
and for the linux part and the learning for it i recommend picking up a book or 2 and learn from that
i hope this helps you on your way and maybe awnsers some questions in the mean time about the ethical hacking side of your goal for linux if not i am srry that i could not help you