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. (mandrake move 2.0)

For utilities

You also can now get BSD live cd's. Just be sure to burn the file as an ISO file and not data.
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