You don't just download Linux to your computer and install it like any other software. Download the ISO file and burn it to a CD (if under 700 MB) or DVD (if larger than 700 MB) as an "image" (not data!). Then reboot the computer with your new Linux LiveCD in the drive and during the startup sequence (usually the manufacturer's logo) you'll see something like "F12 (or F-whatever else) for Boot Options." Hit it a few times quickly before that manufacturer's screen disappears and it will bring up a menu of options. Choose "boot from CD-ROM" and hit ENTER. Now you're running Linux, but it'll be slower than normal. Depending on the Linux distro you have chosen, you'll find options to explore or "Install to your computer." Choose the latter and proceed carefully, understanding the directions before you click "Okay." If Windows is still there, you'll find an option to install Linux alongside it or in place of it.
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