For desktop usage, I recommend starting out with either Mandrake Linux or Suse. Both are excellent for desktop or server usage, and both can be had for free. I personally use Mandrake on my home system, and my wife does as well. As far as an introduction to Linux, I recommend "Moving To Linux: Kissing The Blue Screen Of Death Goodbye!" (you can get it on Amazon or at Barnes & Noble). Otherwise, Google for "Introduction Linux" or some such phrase. You'll find a myriad of tutorials, walkthroughs, free online publications and stories of personal experience. If you have any specific questions, you're welcome to inquire here at hardwareforums.com in the Linux section. I'll do my very best to help you out.
To install Linux and Windows in a multiboot environment, the procedure is very simple. First, install Windows. You'll need to have your Windows installer partition only a portion of the HDD for your Windows installation, and leave the remainder of the HDD unpartitioned. Once Windows is on there, you'll want to install Linux on the remaining HDD space. To do that, just boot to your Linux installation disc and specify to Linux that it will be installing to the unused portion of the HDD. In Mandrake or Suse, this is simple as a few mouse clicks. Linux will automatically set up a bootloader that will give you the option of booting to either Windows or Linux when you start up your PC.
Let me know if you have any questions...
-AT