PC eye's advice is good, but you will need to learn someday with bootloaders. Examples of these are lilo and grub. These will pop up after the bios and give you all the options to load whatever OS's you have on your computer. Kind of a pain at first, and I've had to wipe my hard drive and reinstall XP to erase my failure in setting it up once before.
As for distrobutions to try, any of the more mainstream ones will be pretty good. If it is a big name, its got a great community really. Mandrake, SuSe, Fedora Core (Redhat), Ubuntu/Kubuntu (Only difference is U is Gnome based, K is KDE based. These are the Graphical User Interface of the operating systems. Most others let you choose inside of it). Another good one for newbies is PCLinuxOS. PSLOS has great hardware support, it is the only Linux I've tried that has healthy wifi support built in. It is a bit dumbed down, though.
Another option for you to experiment with Linux is to download what is called LiveCD's. These you put into your optical drive and start your system. You tell your system to boot from your optical drive and it loads the linux os into your ram, turning your ram into a virtual drive. This method does not show the speed of Linux (which it IS faster then XP) because is is using all your ram to house the OS and not to run things, and its constantly swapping from your optical drive which manages to be slower then even the hard disk. Anyways, when you're done doing what you need you just log out/turn off the computer and it pops out the CD for you and you can turn it back on into XP. GREAT! I believe PCLinuxOS has a liveCD, Knoppix is a GREAT livecd os. Mandrake has a livedvd that I think I may have downloadoed. There are also several others too. My next experiment is I want to figure out how to install a linux distro onto a USB key with all my programs on it so I can carry my computer (literally) wherever I go.
Either way, there are lots of forums on the internet for Linux. Linuxquestions.org is one good one that comes to mind. Otherwise, there are several of us here that can help as well!