Welcome to LQ! Hope you enjoy your stay.
First, if you're a total Linux newbie, I would shy away from Slackware, as it is not the most user-friendly Linux distribution. If all you're looking for is a webserver, I would recommend Ubuntu (
http://www.ubuntu.com). It is quite easy to use and just recently they released a server edition that includes Apache, MySQL, and PHP, which you can download from that Ubuntu website.
When you go to download a Linux distribution, you will most likely download a .iso file. This is a CD image, so you can't just copy and paste it onto a CD like you would a JPEG or an MP3. You need a program to burn it for you. Most burning programs can do this, but if you don't have one and you don't want to go buy one, I would use ISO Recorder (
http://isorecorder.alexfeinman.com/isorecorder.htm). Install it, download the ISO, and use the program to burn it to a CD. If it burns correctly it should become bootable. Most Linux CDs will come with partitioners that can reformat your hard drive for you. Some can be a bit complicated, but Ubuntu's, for example, is wonderfully easy to use.
Anyhoo, hope this helped :-)