There are a number
of 'small' Linux versions, most can be run from a 'live' CD. I took a liking to DSL, which can be found here.
Another nice thing about most versions I found, they can be dual booted with windows, or run inside of windows. Or both.
If I can learn it well enough, my next system will be loaded with Linux, without Windows.
Which would allow me to build cheaper, the O/S doesn't need a super fast system to run faster than Windows, and the install is much, much smaller.
I'll post my progress as I go along.
(Wonder how many times you can format a HDD?)