Most Linux installs will walk you through a partition so that you can run windows and linux. You just choose which at boot up. However there is yet a 3rd way to test out Linux and not slice your hardrive up. You can download and burn to CD a fully working Linux distro.
Check out these links. http://www.knoppix.org/ http://www.damnsmalllinux.org/ http://kanotix.com/info/index.php?lang=en http://www.novell.com/products/linuxprofessional/downloads/suse_linux/index.html http://www.linuxiso.org/distro.php?distro=29
(mandrake move 2.0)
For utilities http://ubcd.sourceforge.net/
You also can now get BSD live cd's. Just be sure to burn the file as an ISO file and not data.