Getting Started with a Live CD

Damn Small Linux 50 MB
Download Here
Click "current" then "current iso"
Download the iso, then burn it to a cd

Puppy Linux around 100+ MB
Download Here
Download 2.12 for 64 MB RAM.Current version for newer computers with 128MB and higher. Burn it to a CD

Set your computer to boot from CD Drive first: When computer first starts hold down "del" button or whichever button your computer uses to get in to the bios menu. Restart computer with the CD in the drive.

DAMN SMALL LINUX will boot automatically, so will Puppy Linux.
Puppy will save your settings to a file it creates when you shut down. It will create this file on your Windows partition without messing up any of your settings. I have never saved a session using DSL "Damn Small Linux" as I installed both DSL and Puppy to seperate partitions on my hard drive. Puppy Linux has a very nice partition tool included (G Parted). Make sure you defrag Windows before adding new partition/s. I have a 30 GB hard drive on the machine I used to install Linux. Neither one of these OS take up very much space and they both run mostly in RAM. I created 3 partitions to go alongside windows: 2 partitions at 3GB each and the third 1000MB.
So I have:
hda1 (hd0,0) WindowsXP (first original partition)
hda2 (hd0,1) Puppy Linux (added partition)
hda3 (hd0,2) Damn Small Linux (added partition)
hda4 (hd0,3) Swap (added partition)
note* swap partition is used as extra memory if you are running low on RAM.
When either Linux is installed open a terminal and type: swapon -a