I agree with Jerre,
Having used linux for just over a year, moving from windows to linux is a big
change. It will take a while to understand and feel comfortable with linux commandline. There is lots to learn. As Jerre had stated first try a live CD. You cannot easily mess up your system with a live cd. Try it for a while. If you like it, then try dual boot.
A live cd is a complete linux system on a disk. It will not effect your computer harddrive or your current working operating system (windows)
I started with knoppix live cd.
1. Download a copy. Burn it on a cd/dvd as an image
(iso). Don't just burn it on cd it won't work. A great burning program for windows that is free is cd burner xp
. Burn knoppix on disk, leave disk in computer, reboot, knoppix should start.
2. If knoppix did not boot, make sure your bios settings for boot order. Check to see if your computer looks to boot from cd/dvd before looking to the harddrive for the operating system(windows). Bios is a small program that tells your system how to startup. I can't help you with your bios settings. I don't have a compaq. However, a screen should pop up prior to the start of windows saying something like "press <F8> or <F12> to change start up settings" In bios there will be a page asking you the start up sequence. Make sure to put cdrom before windows.
3. If knoppix still does not boot, there could be several reasons that you will have to look into: a) You did not burn disk as an iso. b) You cannot change your bios. Some computers will not allow the change in bios settings. c) The file you downloaded is corrupt and you will need to try to download it again.
Hope this helps