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Yes, use unetbootin to install from USB. As far as recommending distros goes, everybody is going to recommend their personal favourite - which might not suit you. So I suggest trying a few, and making your own mind up which is best for you.
1. They may have a hybred image, which can be placed on either DVD or USB. I'm doubt that Windows comes with a suitable tool by default, but they are available.
2. You may need to get and use unetbootin, as mentioned by Brian.
3. Salix (live version) has Windows software on the disk, so you can create a USB installer without downloading anything but the disk image.
Slackware is good in that the software is well tested and stable, but it's very 'hands-on': it lacks the installation and housekeeping tools that other distros have. Using it is a bit 1990s. Salix takes Slackware and adds the user-friendliness.
But I'm not going to say "I like Salix, so it must be good", and I wouldn't recommend CentOS either. If you've never used Linux, Fuduntu, Mepis, and Mint are probably the best starting points.
A wiped computer has to either have some means to boot. Be it cd, floppy, flash card, usb or pxe. Some bootable media is generally the easy way to load an OS. The second way is to remove hard drive and then load it remotely and return it.
As to choice, that question always seem to generate a lot of answers. Might post specs of your system for a better guess. I like Opensuse right now for a newish system. I load it directly on a usb flash and run it from flash drives so I can use it anywhere. I used to use www.pendrivelinux.com tools and ideas but almost all distro's on www.distrowatch.com can be installed to a cheap 8G flash drive.
The wquestion is how much hands-on do you want to be with your linux? Do you want it to work immediately out of the box allowing you to browse web and play movies and add software effortlessly? Then you might be good with *buntu or Mint. If you want to make your fingers weyt and don't mind the frustration of learning curve and want to become linux expert then distros like Slack and Gentoo and even Arch will teach you the inner workings of linux - you have to set everything up yourself.
Thanks for your replies, I checked my BIOS and it doesnt have an option for usb, but it does for cd. So I'm going to borrow a computer from a friend and load the distro onto a cd that way and load it to my pc. My desktop is very old, circa 2002. and as far as distros go i want to be very hands on and learn the complete workings of linux.