First, get yourself a copy of RedHat Linux.

I have based these intructions on using RedHat Linux 7.3, which you can download from www.redhat.com, burn yourself the ISO images and off you go. I am also assuming that you want to dual boot between Windows and Linux, which is very straightforward....

You will need to make sure that you have enough free space in your existing C partition to allow you to shrink it to make some space for you Linux installation. If you don't know how to do this, have a good look on the internet for suitable shareware programs or buy a copy of Partition Magic. Before starting the installation you should consider whether you need to exchange information between your Linux OS and Windows. If so, and your C: drive is formatted using NTFS, you will have to create a new FAT partition (i.e. a new D: drive). 

Boot from the Linux CD

OK so you've burnt your CDs, put disk one in the CD drive and reboot the machine. You will need to change the boot order in the BIOS, so that your computer tries to boot from the CD before it looks at the hard disk. Check in your manual for how to do this.

Boot the system

You should have been presented with the Grub boot loader screen, select Red Hat Linux and press [enter]. All being well you should then see the a load of messages flying up the screen, and after about a minute be presented with the graphical login screen. Type in your username and password and off you go!

Now, you could just leave it at that. However, if you want to use ACPI, listen to CDs/have any sound, use USB or firewire/iLink (IEEE 1394) devices then you are going to have to compile your own kernel.

I'm not scared, show me how to do it (not for the fainthearted)