Linux distributions include Redhat, Mandrake, SuSE, Debian, and Slackware.
For someone new to linux, Mandrake
would be the best. To obtain a distribution (or 'distro'), you can either purchase a boxed copy from a software store, or you can download it for free. However, the downloads are the size of several cds! You'll need to have access to a high-bandwidth connection to download a linux distribution. The files that you may download are '.iso' cd images, which you can then burn to a CD-R.
Boxed copies can be quite expensive, but you do get paper manuals and sometimes limited telephone support. I'm not sure about the availablilty of such things in your country. Do make sure that you get the most recent version of your distribution, since these have the best (easiest) graphical interfaces.
'Linux' is actually only the name of the core of the operating system, but these distributions will give you everything you need - much more is included with a linux distribution than with an operating system like Windows.
The documentation with the distribution should instruct you on how to install your distribution. The most complicated part of this process tends to be repartitioning your hard disk to accomodate linux (which must be in its own partitions).