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i agree with the live cd approach for starters. give knoppix a look. if you like it from the live cd version, you have the choice of installing it to your hard drive, or going for another distro if you so choose after having "dabbled."
After taking a quick look it appears that a live cd is not what I am looking for. I want an install that runs off the hard drive not a cd-rom ... I want something I can just download and install (I do not have a burner)
If you don't want to partition your hard drive, get a live CD. Knoppix, Mepis, PCLinuxOS, and MandrakeMove are all good live CDs. All you have to do is set your BIOS to boot from the CD drive first, insert the CD, and boot up. Everything will run from the CD and your hard drive won't be touched.
If you want to install to the hard drive, I recommend buying a commercial program for re-sizing NTFS partitions. I good choice is Partition Expert from Acronis. All you need to do is create free (unpartitioned) space on the drive. Depending on what version of Linux you try, the Linux installer will partition the free space as needed or as you specify.
I think Mandrake is a good choice for personal/hobbyist beginners. Xandros would be my choice for beginners in an office environment. However, you'll get many differing opinions. Read about your options on Distrowatch.com. My personal favorite is Libranet. I use it at home and work.
Well I remember sometime back in 2000 I downloaded BeOS and it had an .exe file that made a .dat file that was its partition and everything the OS used was installed into that file. When you would click on it windows would shutdown and BeOS would boot up ... I was just wondering if anything like that was possible with Linux.
"Thanks to new innovative technology from Be, you can download BeOS 5 Personal Edition via a Web browser and store it as a file within Windows. No repartitioning is necessary, and launching BeOS 5 is as simple as double-clicking an icon on your desktop."
I've never used it and I think it only provides console developer tools to run on windows, not a desktop environment. I assume you want a point and click graphical environment. I think your best bet would be to spend the $1.99 for a pre-burned live Linux CD.