Begin by resizing your XP partition. A distro like Mandrake has tools for this, but I'm not sure how reliable they are. You can also use partitioning tools like Partition Magic from Windows. Once your XP partition has shrunk and there's empty unpartitoned space on your hd, an installation of Linux will be a snap. You can download images of the installation cds from a place like
www.linuxiso.org . Write them *directly* to cd. If you're using Nero, click 'File', then 'Burn Image' then select the images you want to burn. Don't just drag the big image file onto the cd. To make sure you burned properly, look on the cd from Windows. You should see lots of files, not just one. The Linux installation will begin by inserting the cd & rebooting. The computer should boot from the cd. If it doesn't, make sure that you set the bios to boot from the cd before the hd. During installation, a bootloader will be installed, which will let you choose between Windows & Linux.