oh. i think if your machine already has a windows partition covering the whole disc, you'll pretty much have to start over. or use partition magic to repartition it.
then, you just make two partitions on disk, and only format one. put windows on it. then when you are installing linux, tell it to install on the unused partition. it will format the partition for linux, and install a prog called LILO in your master boot record. then when you boot the machine it will bring up a menu and you can choose which OS you want to start.
another option is a cd-based linux distro like Knop[pix, which doesn't require a linux partition... or use a linux install that can reside in a sector of the windows partition.. i forget what that method is called, but most distros support it....
easiest method would probably be to add another drive for linux, install on it, and install LILO in the MBR and dual-boot that way. i recommend mandrake linux for newbies, it's the most winows-like in its installer, and certainly comes with most of the apps you will need. you can download the install CDs via BitTorrent too.