I will guess that your computer has WinXP installed now.
Even if you have a high speed internet connection, I still recommend buying you first distro on CDs. Instead of trying to figure out "what to download".
For ease of installation & start up, I recommend Mandrake.
for less than $7.50 you get 3 LABELED CDs that are as easy to install as Windows. Of course, you can look around. White Box Enterprise [Red Hat WITHOUT the name] is another good choice.
These distros have a utility [similar to Partition Magic] that will "make room" on your present hard drive for Linux.
CAUTION: You must read EACH SCREEN very carefully and select "Use AVAILABLE space NOT entire drive [there goes Windows !] when you set up partitions.
Installing a 2nd hard drive is a more expensive & complicated way to go.
Personally, I have a TRIOS hard drive switcher with THREE hard drives. One 10 gig drive is Mandrake 9.0 only and a 20 gig drive is dual boot [Win98SE & Red Hat 8.0] so I have a little of both setups.