The Fundamentals of Downloading Distributions Using WinXP
 

I use Ubuntu, DSL, Puppy Linux, and PCLinuxOS. I bought the CD's and, not for the price by any means, wish to learn the ABC's of downloading - just to know how.

I am not sure I completely understand what you are asking. But if you wish to download and install any of those distributions, simply visit their respective websites, download the ISO (make sure you choose the correct architecture, e.g. i386 for 32 bit, or amd64 for 64 bit), and burn it to a CD/DVD or flash drive.

Just navigate to the web page and download whatever *.iso file you want. You can download some from LQ here. Save the file to your hard disk somewhere, then use your CD burning program to "Burn Disk from Image". If you need a CD burning program, try IsoRecorder or CDBurnerXP Pro.