I would second the recommendations for running a live session from a CD, DVD or USB. You can run most linux distros in a virtual machine from within windows, but there is no need to do that or to install anything in the overwhelming majority of desktop distros these days. Instead, you can do a live CD, DVD or USB and boot directly from that medium. That allows you to run the program as it is intended to be seen without installing anything on the computer until you decide to do so.
First you need to access your bios and change the device boot order. Make sure your machine is set up to first boot from a USB, then from your optical drive and third from your hard drive. In this way the computer will look to those other two devices first when booting up for an operating system. if it doesn't find an OS in one, it will simply move to the next down the list until it does. I tried to attach instructions below to help you set your bios, but the file was just a little too large for the attachment limit. PM me your e-mail address and I'll e-mail you a copy.
Now that you have your BIOS set up, Live CD's are an easy and cheap way of testing a distro. However, short of installing it, I find that nothing works as well as a live USB, as those are able to reproduce an OS in close to native install performance. Most distros that allow for the creation of Live USBs call for a 2gb thumb drive, but I prefer to use a 4gb drive and give myself the room to try larger live DVD ISO files on the USB (this is good for large distros that come prepackaged with tons of extra software). Amazon.com is a good place to find cheap 4GB USB thumb drives (I went with Kingston) and they are very easy to reformat and reuse if you want to try different Distros. If you're interested in creating a live USB, download and use the following Windows based program, Unetbootin (it is also available as a Linux package):
UNetbootin - Homepage and Downloads
If you would still rather run live CD's and live DVD's, then download the following windows based program:
ISO Recorder v 2
Please note that some distros are not made to have Unetbootin create a live USB out of them. You can always create them manually if unetbootin is unable, just look for the method in that distros community forum. Sometimes your best option will be to run a live CD/DVD.
Also keep in mind that Most ISO files are large (between 500 and 700 MB's on average, with most falling in the +/-600mb range). Most offer download mirrors, but those can take the better part of an hour to download on a fast internet connection. Consider downloading a torrent client (I recommend
http://www.utorrent.com/