Install Linux? download the ISO.. burn it to DVD (and bootable), or to USB (bootable).. You can run it LIVE.. and never touch your HDS, just to test it out..
If you're going to make a bootable DVD, don't just burn the .ISO file to the DVD. Your burning software should have a "Burn Image" option. That's the one to use to make the DVD bootable.
(I had a friend who just burned the .ISO (not using "Burn Image") to the DVD and couldn't figure out why it would not boot.)
If your computer can boot from a USB, then it's very simple to create a bootable pen drive (should be a least 4GB in size) using the Universal USB Installer program:
http://www.pendrivelinux.com/universal-usb-installer-easy-as-1-2-3/
The beauty of bootable USB is that you can reuse the pen drive for other things -- like testing another Linux distro ;)