All you have to do really is to allow the computer to BOOT from the CD and just follow the installation instructions. Take your time and your should eventually come to a Linux desktop.
However, when you say convert a Windows computer into a Linux computer, is this an old unused computer with nothing of any importantce installed onto it. If it is then just go ahead and install Linux.
However if this is your computer that you are using now USE CAUTION. If you explain a little more then we can advise you. But if you are going to be installing onto your computer that is using Windows PLEASE MAKE BACKUPS OF YOUR WORK.
Also do you have your Hard drive partitoned?