the first thing you need is a good book or online documentation... something along the lines of "intro to linux", etc.
once you've done your reading and know what to expect from linux then all you need is the install CDs for the distro you have chosen... most distros provide ISO files on their site which you can download and burn to CD using Nero or something similar....
it's recommended that before you try installing linux on your pc you use a "live linux cd" distro (such as
knoppix) which will let you play around with linux and test your PC's hardware compatibility without having to install anything...
just my two cents...
