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www.mandrake-linux.com i think. v8.1 out now. it comes on 3 cd's. but you can get by with the first one only. i think.
the downloading and burning thing is EXACTLY what you're meant to do.
it's the most user friendly distro, but it's also aimed at being a suitable hi end windows replacement, so can get a bit greedy... try and steer clear of kde and gnome if your systems really as bad as you make out, other than that you should be ok.
I'm 100% in a agreement with isajera - buy your first distro. It will usually contain the basic information (FAQs) to get you started. The manuals will help you get installed and learning your way around the console and Xwindows stuff.
You may also want to add a (final?) step to the algorithm; "Step 6: repeat as necessary or as time and money will allow"
Distribution: Slackware 7.1, if you can call what I do with it "use"
Thanks for the advice. After fuddling around trying to figure out how I was going to download all this stuff for two days and getting nowhere, I broke down and went out and bought a copy of Slackware. Circuit City made my choice of distro really easy, all they had was Mandrake for some ridiculous amount of dough, or Slackware for 25 bucks. After all my worrying about how hard it was going to be to install, it took about an hour and a half. Go figure. It seems to be working just fine, but since I know about five commands in UNIX, it's hard to tell. Once again, thanks for the input.