as for a distribution that downloads and installs packages automatically, there are a couple. Have a look into Gentoo (which uses portage, so you can just type emerge <program>) or look into Debian, where you can use apt-get. In both of these distributions it also downloads and installs any dependancies.
Of course it doesnt always work perfectly, but both are very good distributions. I should point out now however that neither installation is easy, and getting a Gentoo system ready for daily life can take days just to install. Debian is also supposed to be a nightmare installation (but that very much depends on your knowledge of computing)
downloading rpm's shouldnt be difficult. They are more or less the equilavent of SETUP.EXE in windows.
as for hardware detection, that can be different for each distribution. Iv always had problems with many things that rely on USB ports (which is probably why M$ like people using USB hardware) but its difficult to tell.
SuSE 8.2 is one of the easier distributions, along with RedHat and Mandrake. Mandrake is arguably the easiest to configure.
remember, if all else fails there is always this forum to help
Just remember that Linux is not windows, which a lot of people fail to realise at first.