If your PC is fairly modern, you could install VirtualPC on it, and try installing some Linux distro inside of that. You won't be able to accidentally break anything then. But as I said, it'll be slow.
There are also some Linux distributions such as PhatLinux which will just install as a file on your Windows partition. You still need to leave Windows to use it, but it means that you won't break everything when you partition stuff. These distros are all old, out of date etc. so you end up having to compile everything from source and maintain a bunch of outdated packages, which is all a bit pointless and crap.