Ubuntu is definitely a good place to start especially the Live CD since you don't have to muck up your existing install of windows ... btw the latest version 7.10 was released today.
Linux can be used very much like Windows if you so wish however the real power lies in the command line which is similar to working in DOS.

Where to start ....

My suggestion is to plan out your installation and its requirements before you start.

Are you planning on dual booting? and if you are, are you going to be repartitioning your hard drive (in which case you'll need some tool to do this - I'm not sure if you can do this with the ubuntu installer without destroying all existing data on your disk) or have you got a separate drive for your linux install.

A suggested basic Hard drive layout for linux would be a partition for swap (1.5 times the system RAM) a partition for / (at least 5GB) and a partition for /home that way if you choose to reinstall the OS you don't have to wipe your data.

For something a little more advanced add a partition for /boot (50MB or so) /var (1-2GB) /usr (5+ GB - you can reduce the / partition if you have a /usr partition) and /tmp (1-2GB) If possible make the swap a Primary partition and put it at the beginning of the disk. If you use a /boot partition then try to make that a primary too.

Nowadays format the partitions to ext3 (apart from the swap since that is a special format)

Ubuntu's default desktop is GNOME though KDE is probably slightly more windows like in its appearance so you may feel happier using that - in which case download the kubuntu iso (just ubuntu with KDE installed by default)

Once you've got it up and running (or run into problems) you'll probably have some more specific questions and I may be able to offer some more concrete advice.

Barney