Bought a domain and trying to build my own website. It is Linux 150GB so I came here for help. Next step is to download filezilla. My computer is Windows the site is Linux. Which do I choose? ..Or am I searching for help in the wrong place?

1.
This makes no sense... Linux has lots of 'distributions', see list here www.distrowatch.com

2.
Get Filezilla from http://filezilla-project.org/download.php.
NB: this is a client tool, so if your client is MS and the future server is Linux, you want the MS-Win version of Filezilla on your MS-win box.
BTW, its a good tool, I use it a lot, but do specify port 22 (ssh/sftp) when using it, for security reasons.

HTH
Welcome to LQ

Download and use the Windows version of Filezilla. It should work just fine to connect to your Linux host.

The files you will be putting on your website (*.html files, images, and so on) are OS-agnostic. They work in the browser, not on the OS. One hint: Don't use spaces in file names; Windows allows it, but other OS's don't like it.

And this is a good place to get help if Linux is in any way involved. For Windows-only questions, there is the "General" forum, but this isn't a great place for Windows-only questions, simply because a lot of us use Windows rarely, if at all.

Nubbie;

The way I read it, you bought a domain name, and now you want to create the website. If that's correct, then:

Who is the hosting provider?
How will you be generating the site---eg an html editor on Windows?

As a person who only last week purchased a domain and hosting to create my own site, I think I understand your problem. Although it seems very difficult now, it's actually quite easy to have your own site, especially with wordpress there to help you. I don't know about yours, but my hosting provider gives me the option of uploading wordpress directly with just one click of a button. Once you load wordpress, you basically look at the themes on offer and get one that you like. After this, it's just putting in content.
This is by far the easiest way to go about it. In fact, if you're going to be using wordpress to design your website, you don't need filezilla at all.
Of course it's good to learn stuff, and you can continue learning how to use different tools. Just letting you know that there's a really easy way if you didn't already earlier.

I assume you have rented a linux server with up to 150G of storage.

I go to portableapps.com for their portable filezilla client. It is simple to use but doesn't install to the hard drive as a normal filezilla. You can also use the normal filezilla client if you wish. I like the portable as I keep a copy on flash drives but the normal install is just as good.

The nest step is to make a very simple html page. Any text editor or even any of the word processors can make a single file named index.html. All you need to do is type in this is a test on the document and "save as" in quotes to be sure the name "index.html" and then copy that file to your server. Then after a few moments you can test your work by using your domain name and see if your page shows up.

If you want you can use simple apps like OpenOffice/LibreOffice or even MS products to create simple web pages. You may need to know structure of the server. Sometimes you can't put the files in root, you may need to put them in a different subdirectory.

I was having cable modem problems yesterday, so my posting was limited.

About dot com has a good intro to website design oriented to newbies. You might want to check it out. Their free email tutorial is quite nicely done, especially for the price.

http://webdesign.about.com/od/webdesign/Web_Design.htm