If you're new to Linux then try downloading something like Ubuntu Live.
This will allow you to boot into Linux from the DVD/CD without doing an install to your hard disk.
Once you decide you want Linux (and who doesn't?

), you can perform a full install to hard disk.
As far as the actual Linux distributions to use, it depends on what you need. Ubuntu is a good choice as it includes everything you might need/want in a workstation - plus a lot of stuff you'll never use.
I used Centos as I have more need for a server OS than a work station.
As previously mentioned, check your ISP for free downloads of Linux - even Bigpond have them available.