If you already have windows installed on the computer and have a broadband internet connection, you can download the unetbootin net-installer to do an internet installation of the most recent linux distribution from the people who created Red Hat 9.0, called Fedora 8:
You can save the installer to your windows desktop and open it like you would any other windows installer.
If you know how to download and burn a bootable CD, you can use the live-evaluation CD of Fedora 8:
This will allow you to see if all of your hardware is detected and make sure you can listen to music before you install it to your hard drive.
Here is a link describing the process to burning bootable CDs:
Here is a discussion of how to listen to music:
Because of legal issues, you may need to add third party software to listen to listen to some music and video formats: