In addition to the advice you got here already, if you still want to give Linux a try, I suggest the following:
1. Download a Linux Live distribution! For example Ubuntu desktop, or Linux Mint 13 (Maya).
2. "Install" the Linux ISO you downloaded onto a USB stick. The Ubuntu or Linux Mint webpages explain how to do that within Windows, or Mac OSX, or Linux if you had one. An alternative is to Google for pendrive linux and go to their website. There are many Linux distros ready to run on a USB stick, together with an installer running on Windows that helps you prepare the USB stick.
3. My favorite Linux distro is Linux Mint (use the mainstream LM 13 Maya version). Linux Mint comes with all codecs etc. that you need to view video or play music and provides a complete system with tons of applications for web browsing, email, documents (OpenOffice or LibreOffice for text files, spreadsheet, presentations, etc.), photo editing (Gimp), music player(s), video, etc., as well as some games. You can always download and install more applications. Actually, installing new applications under Ubuntu or Linux Mint is MUCH easier than under Windows. Just pick up the application you like and mark it for install, and let it install. The rest is done automagically (well, in most cases at least). Even updates are applied automatically or at the press of a button.
4. The best user experience is from getting a "persistent" live USB distro. The pendrive website should have some to try. "Persistent" means that you can boot Linux from USB stick, do whatever you want to do and save the documents/results on the USB stick. So when you boot again later, you have your saved documents on the USB stick. A regular (not "persistent") live USB distro allows you to run Linux from the USB stick, but doesn't save any settings or documents onto the USB stick, so after you reboot all changes are gone.
5. Once you created the live USB stick, you boot it via your computer's BIOS: Check your motherboard or PC/notebook manual on how to enter the BIOS. From there you need to change the "boot order" to point to the USB drive as the first boot option. Once done, save and exit the BIOS and reboot. The computer should then boot from the USB stick.
With Linux on a live USB stick, you can play around and see if you like it. Or download another free Linux distro and check that out.
Someone above suggested Fedora 17. This distro sure has some nice features and comes with many of the latest and greatest applications and features. BUT, in my opinion, it is much less "newcomer" friendly and has a steeper learning curve, particularly when it comes to customizing the desktop or installing new applications. It uses a concept called "selinux" for enhanced security, which can put some stumbling blocks to users coming from Windows.
Apropos customizing the desktop: This is one of the features (or perhaps burdens) of distros like Ubuntu or Linux Mint - you can customize almost everything, or choose from a range of different desktops (Gnome, Unity, KDE, etc.).
Last thing to mention: If you have a PC running more than 4GB memory, you should choose a 64 bit version of the Linux distro, else you won't be able to utilize the extra memory. It's the same as with Windows.
Good luck!