I have been trying to download and install ZORIN 4 no joy so far.

You're using winsxp what kind of burner software are you using.
Cdburnerxp is a good free burner, just download and install it, during installation check the box that says "make Cdburnerxp my default burning software". Once you make it default burner everytime you download an iso image, right -click on it and it'll ask if you want to burn it us cdburnerxp.
As far as zorin I'm not familiar with it, so I can't help with it.

First, a little friendly advice. LQ has half a million users from all over the world. Caution in making bad puns would be wise.

I've never heard of Zorin before. However, I just looked at their website, and I find their caution that "to avoid any complications, we recommend you to download Zorin OS using Firefox as other browsers may corrupt the file and may cause errors," rather odd, since, as a general rule, a browser opens a pipeline for a download, nothing more.

That was enough to persuade me not to experiment with it in virtualbox, because, frankly, a warning like that indicates that there is something cockeyed here.

I would suggest that you try a more mainstream distro, such as Ubuntu, Debian, Slackware, Fedora, Mint, or CentOS (Slackware is not the easiest to set up, because it doesn't offer to partition the HDD for you; it expects you to do that):

Here are the Linux references that I recommend as most accessible for persons new to Linux:

http://linux.about.com/. It's oriented to Ubuntu, but it's full of good info.

http://tille.garrels.be/training/tldp/. Machtelt Garrels Intro to Linux.

http://www.slackbook.org/. Slackware oriented, but excellent on the basics, such as file structure, permissions, and the like.

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I've never heard of it either but it's listed in Distro watch

Consider a different approach. Use a free virtual machine if you have a newer system. They are free and easy ways to play with and run linux.

I thought it was some auto complete feature of your usually used words.

OK

I have tried out dozens of Linux distributions. I'm not very technically adept, and I highly recommend Puppy Linux as an easy and very satisfying choice. Burn to iso to a cd, insert the cd, and reboot (I'm assuming that your computer will look for a cd when it boots; most of them do that. Then you can explore all the features of the os without using your hard drive. Then you can easily install it on your hard drive when you're ready. Good luck

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Puppy rocks!!! I now have systems running Slackware, XP, and Windows7. I still use Puppy 4.2.1 a lot. It is great for recovering files from a system that has crashed. I've had many people come to me asking if I can get their documents and pictures before they do a system restore. Most of the time I can get them with Puppy and burn them to a DVD.