Each distribution has a totally different setup routine. We aren't talking apples and oranges here - more like apples and Orcas. Way different. Accordingly, here are a few precautions:
Get the hardware low-down
Before you commit to a particular Linux distribution, check the vendor's Web site for a hardware compatibility list. Make sure all of the peripherals and components you need to use are listed. If one is not listed, check to see whether another distribution supports it. If you already have Windows running on the PC on which you would like to install Linux, go into the Device Manager (right-click My Computer, click the Device Manager tab, and click the Print button). Choose to print out "All devices and system summary". This data can be useful if your distribution's setup program asks for specific information about your hardware.
Free - almost
If you have a high-bandwidth connection and don't think you'll need tech support, you can download many Linux distributions directly from the vendor and use a CD-R or CD-RW drive to burn a setup disc. If that's not an option but you'd still like to save some cash, online resellers like Linux System Labs (www.lsl.com) will sell you copies of certain distributions (including Mandrake and RedHat) for less than $US10. Of course, at that price, the OS comes with neither support nor bundled extras.
Test the waters
If you have an extra PC with no critical programs or data on it, you might want to use it as your Linux guinea pig.
Know your resource needs first
Make sure you have enough hard disk space, RAM, and CPU speed to accommodate and handle a Linux install - either on its own or in separate hard disk partitions on your Windows PC. Check the Linux distribution you plan to install, and ascertain its hardware resource requirements; then see what your PC has available.
Scare up a spare floppy
Most distributions will prompt you to create a rescue disk installation. Have a blank floppy ready so you won't have to skip this important step.
Installing a new OS is no walk in the park for your hard drive. To be on the safe side, back up all your important data on removable media before beginning the Linux installation.