The problem (and this is a bit complicated to explain in full detail, so I'll sum up) is that you don't technically have any 'free space' in the terms they are referring to.
Option 1: Not recommended.
There are utilities to allow you to resize your hard disk, taking space away from your windows drive, to give to linux. I believe there is one called
parted. If you want more information, I can write a tutorial for you, or provide you with links to existing documentation on doing just that. Many people are in the same situation you are in.
Option 2: Recommended.
I am going to suggest that you use a UMSDOS version of linux, which will allow you to test it out without fear of destroying all of your data. This basically install linux into a special file, and is very easy to get rid of if you don't decide to move to linux full time.
(Which I hope you do. It's a lot of fun.)
I can provide you with some links if you can't find any.
Option 3: Virtualized OS.
I don't recommend this, either. Too slow and buggy. You'll hear people mention VMWare, and VirtualPC. Good for developers, but not for testing out a shiny new operating system.
Might want to check here: a bit outdated, but has some information to get you up to speed
http://rpmfind.net/linux/redhat/redh...S-HOWTO-1.html