Not sure if you really want to try it the way you suggest as it might be much more difficult to achieve than the ways below.
To sample linux try ubuntu one of the easiest to use - this comes as a Live CD which means you can boot your PC with a copy in the CD drive and run it without it touching your XP install at all.
You can also run ubuntu from within Windows if you don't want to install on your hard drive permanently - I haven't tried this though.
Download an image
click here , burn a CD and enjoy