Sometimes, if you burn your image at a slower speed, it works better. Sometimes the high-speed burners mess up the data and you get some artafacts that screw with important things like installiation files.
For the most part, Linux IS much more difficult to use...at first. Then once you teach yourself what you are doing (really, you're learning a new OS, when was the last time you switched to a new OS... most of us were using Windows for as long as we can remember.... I was at the back-end of DOS when I started computing...), you will do fine. I find the 21 speed bike a lot easier, and better, and faster, to use once I figured out how to balance.
Someone recommended an O'Riley book, use them. They are great "straight-up" (as my students would say) no frills look into the inner workings of Linux (I learned HTML from their HTML/DHTML/CSS book).
The biggest thing I can recommend doing, don't buy your way out (key there, figure it out). Try to do it yourself, and ask questions when you need it. I would recommend keeping windows for a bit, it's really easy to set up a dual-boot, untill you feel really comfortable with Linux. I used it for about 6 months before I decided to go full Linux, and still felt nervous (I've never looked back, btw... I use windows on my work computer, and get frustrated with it!).
I, unlike most other people here don't loate windows. Sure, Microsoft <i>is</i> an evil empire. But, they're big business. That's how it goes, they want to make money, so they do.
I like the Open-Source ideology. Community is key here. Hell, I run a distro (arch) that is partly...well, mostly... maintained by it's users.
Which leads me to my next point. You wanted to know if you should keep red hat. Who knows. Use it, find out. Linux distros are like taste in wine. It's personal. I love the do-it-yourself-keep-it-simple style of Arch. But, I did use Mandrake for quite awhile. As someone earlier said, once you get used to it, and learn a lot, you can run any distro effictivly. Really, package management is what makes or breaks a distro for me. RPM is great, DEB is great, but so is the Pacman (it's pkg.tgz) that comes with Arch, Ports (and Portage) are awesome.
It's all if you wanna compile it yourself, run off the Debian repositories, or use the RPM. A lot of people worry about dependency hell, but with a lot of the modern package management systems out and about, there really isn't much a problem with that anymore (unless you compile something yourself in a distro that isn't well suited for that.. so anything other than Arch, Gentoo, LFS, and the other source based beasts
Ok, I'll stop rambeling.
Welcome to the community. Google is your friend, and so is everyone here, even though we may flame eachother every once and awhile, the greatest and closest family argues sometimes.