For new users I'd probably go with
Mandrake or
RedHat if you plan on keeping it for a while (and partitioning your hard drive). Both of these seems to have the best auto-installition of the OS and your computers hardware.
If you just want to experiment then go with
WinLinux2003, it installs like any other Windows program, you can't use it on Windows 2000 or XP. WinLinux works by placing a hard disk image on your hard drive and booting off of it. Your ability to install any Linux programs will be very small, but you'll be able to get the hang of basic linux commands and such.
[edit]
The download link for WinLinux is a bit hidden, but heres the link:
http://www.winlinux.net/2003/download2.html
[/edit]