2 good things about linux. Minus one or two of the various distro's its free (if you have a fast connection 56k beware) otherwise its the cost of a cd-r and shipping.Solid_Froggy said:
As far as having fun with linux but not screwing up the system, your looking for a live cd. Basically that's a bootable cd of linux with anything you'd want to do to tinker with it , but not have to install anything on your actual machine. Just remember to remove the disc if you want to boot into windows.
The number one recomended distro for live cd's is Knoppix, which you can find at Http://www.linuxiso.org . Its on the front page even when you get there. Just grab the English iso, and burn it to a cd.