You sure can.
To do it may be a bit of work if you don't want to lose
you windows XP set up though.
You will have to do something called "re-partitioning"
To install linux download and burn a cd image
you can get one from www.linuxiso.org
put it in your cdrom drive and it should boot
follow the on-screen instructions from there.
I reccomend redhat or mandrake for a beginner.