Hottrod,
1) You can D/L Linux by going to Distrowatch or LinuxQuestions "Download Linux" page and download the iso from there or any other D/L sites like Distromaina etc. click the file that ends in .iso and it will download
2)Usually a Burning program will have a "burn image to disk" option you just navigate to the location of the iso (where you saved it on your computer) select it and it will burn it for you. A free program that burns Isos for you
http://www.petri.co.il/how_to_write_iso_files_to_cd.htm
3) A full install of Linux is always better it gives you access to everything, you can save files, and do a hell of a lot more with an installed system then with a live one
4) the best Linux program, we call these Distros. Now your going to get a baised opion here, some people like debian, others like slackware. My advice would be to go to Distrowatch.com and start Downloading.. but in my experience these are the best noob Distros:
Kubuntu: this works well with wireless
http://www.kubuntu.org/
Mandriva
http://frontal2.mandriva.com/en/downloads/mirrors
PCLinuxOS
http://www.pclinuxos.com/page.php?7
OPENSUSE
http://www.opensuse.org/Download
Mephis
http://www.mepis.org/
and as always, the Linux distro Chooser:
http://www.zegeniestudios.net/ldc/
5) wireless and Linux don't tend to go too well together, but if you look up your wireless card online, see if it does support Linux (ie has drivers for linux). if not use an crossover cable to get your internet. Although Distros like Kubuntu and SUSE tend to support wireless with little or no configuration
hope this Heps,
Jake