"The first step for setting up Linux on a PC is the most time consuming, it is simply to use a run from CD version of all distributions that you are interested in to pick the version you want to install. The easiest source for finding a listing of Linux distributions is: Distro Watch; they have the majority of Linux distributions included in their list.
"Once you pick the distributions you want to check out, go to the distribution's Web sites and download the live CD/move ISO image for it..."