don't loose data while installing linux
i would suggest you to first go to windows and free the space you want to use for linux - shown in flouresent green(i mean it should not be in any logical drive of windows)
now you can insert a linux cd and start installing linux.
during installation there would be a step where you will be selecting a partition (i have seen that in redhat and Suse and fedora)
Select "leave all partitions intact and Use free space to install to install linux".
then you can even see the disk partions done for you by linux and all your windows or other OS's data would be safe.
This was the safest way i learned to install linux if you are a newbie.