If you want to experience linux without having to re-partition, and without booting from the cd, then get linux-mandrake. You can do a full out install, but you can also install it on your windows partition like a regular windows program. You start it up and it reboots your computer into linux. When you're done, just reboot again and you're in windows.
linuxnewbie.org has a lot of good resources.
Regardless of which way you do it, you still have to download and burn the .iso files, unless you want to pay them the $3 or whatever to mail you the cds.
Now that I've remembered about that optional way to install mandrake, that's what I'd suggest for now. It's pretty easy to do. I've never done it, so I probably couldn't help you out much after, but if you do get totally lost and decide you hate linux, then it's extremely easy to uninstall; you won't have to worry about extra partitions.
Some day I'll be rich and famous for inventing a device that allows you to stab people in the face over the internet.