first--don't be scared. Make sure any important data is backed up. It's also good to have a way of re-installing Windows if something goes wrong. The typical Linux installer will take care of making new partitions and automatically setting up dual-boot.
If you have not already chosen a version (AKA "distro"), then go here: http://distrowatch.com
and pick anything in the top 10 (except Arch) on their "hit list". All of the major distros will have detailed instructions on their website.