I've heard that Mandrake and Red Hat are the most forgiving for newbies. They both feature an RPM-based software installation system that makes installing new software easier.
Dual booting is usually not too much of a problem, although it is much easier if you have a clean disk. What I did was install Windows first, creating an NTFS partition. Then I installed Mandrake, using the partitioning program in Mandrake to create my root, swap, and usr partitions. You need to make note of the device assignments linux makes to the various partitions. When I set mine up, /dev/hda1 was my Windows partition, and /dev/hda5 was my root partition.
The only tricky point is when you create the boot loader. You have to have menus in it so you can choose between Windows or Linux, and you have to make sure your choices point to the right devices. Otherwise the boot loader will point to /dev/hda1 by default and you might get into some problems.
There are a lot of dual-boot HOWTO's out there, and you should have one that makes the most sense printed out and with you during the installation process.