Yeah, that is a little weird that you got commandline only. I've never used Wubi (the windows installer for Ubuntu) before, so I am not sure what could be causing the problem. Any version of Ubuntu would be a good place to start your Linux trials. Linux Mint is also pretty good from what I hear. I started with Fedora myself and I thought it offered me just the right amount of stuff to configure (seeing as how I was already an advanced computer user coming from a Window background). I haven't really tried openSUSE but I've heard good things about it.
If you are feeling more adventurous, you may want to try a more advanced (read: more configuration; you only install what you think you will want) distribution. Ranking from most user friendly in the advanced category, the distributions to try would be Fedora, then Debian, then Arch, and finally Gentoo.
Pretty much all of them will give you a valuable learning experience, but it is up to you how much control you want starting out.
Since you say you are an advanced computer user, you probably already know how to partition your hard drives and therefore should make the effort to boot from a liveCD directly and install the dual boot that way instead of using Wubi to install Linux from windows. Wubi will likely not be available to you if you decide to try another distribution, so it would behoove you to learn how to set up dual-boot this way. If you need help, there are about 10^9+1 resources online you can refer to, or even we could try to help you out, although it is a fairly straightforward process, so you should do just fine.
If you you don't feel comfortable trying that just yet, you could also go and download a free copy of VMWare or some other free virtualization tool and try installing and testing that way. Be forewarned: you will need some decent hardware to try this out, but since you are an advanced user, you probably already knew that
Good luck!
-Zorak