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To install Linux, first you will need to see apart some space in a new partition.
This can be done with any number of programs, fdisk if you haven't installed any software yet, or partition magic if you already have files.

Gather information about your machine. One way to do this is when in windows, press "windows" and "break" buttons together this will open up the system properties. Click on device manager and copy or print out all the details of your system such as the details of your cd-rom, mouse etc etc.

When you are ready to install Linux, just insert the linux cd, reboot the machine and have the machine boot from the CD. If you machine does not boot from the CD then have a look at the make boot disk page.

The next bit should be where it ask you to choose to allocate a partition to Linux. Just pick the empty partition you have reserved for Linux. Remeber under the "mount point" tab to put / (forward slash) and for "type" make sure "Linux native" is selected. Also make sure you specify the size for the Linux partition.

The next bit is to set aside some space for a swap file, some versions of Linux require it, some don't. Red hat does and Slack ware doesn't.
If you are going to make it set aside say 100mb and do the same as the above, except for the of the drive put 1mb and under it tick the growable box[*].

The next part is to choose the package you would like to install. If you don't know what you want, then I recommend you leave it with its default settings, but it doesn't hurt to go down the list and tick any additional software that you think might be useful.

The rest is pretty similar to a Microsoft windows installation.

When you get to the part when it asks you about where to install the boot loader ( LILO), I recommend you install in on the master boot record. Make sure to set it to load windows by default. Unless you want it to load Linux first each time you start your machine.

That is pretty much it.

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how I tested it?
well I logged in as root, and tried a few commands and everything was ok.

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Can't boot from CD-ROM
I have 2 computers @ home that are used for educational networking purposes only. One of the two can not boot from the CD as the CMOS does not support that function.

The solution was to boot from two Linux installation boot disks.
go to cd-rom of slackware linux, also insert first Linux disk
cd bootdsks  <enter>
rawrite mcd.i a:\  <enter>
starts writing to the floppy disk...
cd.. <enter>
cd rootdsks <enter>
insert second Linux disk
rawrite color.gz a:\
start writing to the second disk...

restart machine and boot from first disk
It booted from the first disk ok, but my machine failed twice with the second disk, so the solution was to reboot to dos, go to cd-rom drive, cd rootdsks, rawrite text.gz, (text.gz is a text based installation Linux shell). I then restart the machine and had no problems installing Linux.

When Lilo dies
After finishin installing Linux on one machine, I reboot and Lilo died and the machine would not boot.

The solution was use a dos boot disk and start the machine.
go to c:\windows\command\    (I have multiple operating systems on this machine)
fdisk /mbr  <enter>
the above fixes the master boot record and allows the machine to boot to windows
as for Linux, I will use the boot disk I created during installation, for when I want to boot to Linux.

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When installing Linux, and you are up to the bit where you can pick which package to install. If you don't know what those packages are, best to install the default packages. One time I decided to un-tick a few things I thought I did not need.
Big mistake....lots of things I needed to work wouldn't work afterwards....I won't be doing that again.