If you just want to try out Linux then a very easy way is to use VMWare
Player: download it from
http://www.vmware.com/products/player/. You can
then run almost any Linux you wish directly on your windows system, no need
to reboot or anything. Start with Browser Appliance which is a cut-down
installation of Ubuntu (but it is configured so that things like the
clipboard interact properly with Windows clipboard, and you can share files
by sharing folders on windows and connecting to them from Ubuntu). Then you
can use the package manager (on the System menu) to install Python and
other packages (when it asks for a password use 'vmware' if you are using
the default 'vmware' user).
You need about 2Gb of free disk space to install and use VMWare and Browser
appliance: all of the Linux file system is stored in one file which expands
as required up to 9.5Gb maximum (it helps performance if you keep the file
defragmented: use contig.exe from
www.sysinternals.com).
Once you have Vmware installed, as well as Ubuntu, you can also download
Linux images for Novell/Suse, RedHat and literally dozens of other versions
of Linux and Unix variants, some preconfigured for specific applications
try them out and then throw them away. The only limits are your disc space.
The main difference is that it is much easier to install packages which are
part of the Ubuntu distribution: just run up the package manager, select
the ones to install and download and install happen automatically.