1. GRUB should be included in most any normal distribution
2. This forum, google, and HOWTO's / documentation regarding your specific distribution, when you choose one.
The MBR isn't too hard a concept - each drive has a master boot record (MBR). When you tell the BIOS to boot from a drive, the MBR is what it's loading and running to start the boot process. Ever wonder how bootable CD's work, and why you can't create a bootable CD by just putting files on a CD? That's because it needs an MBR.
Now, when you install any version of windows, it automatically writes the windows bootloading code to the MBR of whichever drive you install it to. You don't get any say in this at all. When installing a linux distribution, it'll ask you whether or not to install to the MBR.
Since each drive just has one MBR, windows and linux can't install both their MBR's to the same drive. If you want to load them both from one drive, you have to setup a boot menu (which can be done using MS's or GRUB's bootmenu - check HOWTO's on dual booting - here
is an example), or you can just put windows and linux on different drives for now, and choose which one boots by telling the BIOS which hard drive to boot from (that's the ultra-safe, but annoying-to-switch-between-OS's way).
3. Backup important data first. After that, try partition magic, or GNU's parted (the free software partition resizer) if it supports your filesystem and you're feeling brave / or you're comfortable with the command-line. Some distributions come with partition resizing programs, that setup dual booting for you.
4. I'd choose a distribution first. Try looking up information on Ubuntu, Fedora Core, and Mandrake (for some user-friendly options), or Slackware, Debian, and Gentoo (if you're masochistic, comfortable with the unix command line, or you just want to learn a lot about unix from the beginning). All (at least most) of these systems should have live CD's, which are CD's that let you try the distribution just by booting off of a CD, without installing to a hard drive. Warning: live CD's are slower than a real install.
5. First thing is pick the distribution. Look at webpages for the various distributions, check screenshots, reviews, and once you pick a distribution you can check their official install instructions, and google for HOWTO's on installing that distribution. I'm a debian user, so if I had to recommend one to you, I'd recommend Ubuntu, which is user-friendly, and based on Debian.
And of course, we're here to help you whenever you have any questions.
Anytime, hopefully you'll soon have a useful linux system setup that you can try out! Good luck, and feel free to ask more questions if I wasn't clear or you have more!