No install distro :
http://www.knopper.net/knoppix/index-en.html ( dvd or cd version ) you don't need to install it , it's a live distro ! great , lot of apps and test environment , you can use it as a OS rescue
Best ( imho ) install and user friendly :
Suse professional 9.3
For your start in linux world you can try mandriva too ( ex mandrake ) , pnp , user oriented ... for newbie
http://www.mandriva.com/
if you ask to a "pure GNU | HURD " user about which distro use :
www.debian.org
Lot of distro reviews :
http://distrowatch.com/
If you want to test linux as a firewall :
www.ipcop.org
www.smoothwall.org
( very good !!!! )
Make a backup of your mbr before start everything :
http://www.diydatarecovery.nl/mbrtool.htm
Last but not least make a safe backup of your HD personal file , you know here in italy we say " l'amore ? cieco ma la sfiga ci vede benissimo" , you can translate it as love is blindness but unluck see very good .
Shout if you need help !!!!!