Let me take you through it step by step ...
Your basic linux system is pritty simple to set up in most instances: you just insert the installation CD and follow the instructions.
However, linux has a tendancy to get a little bit more complicated when you try and do slighty less generalised things. So let me make it easy for you. I have complied a collection of HOW TO resources which will help you with simple things like using a USB stick to the more complicated set up of scanners and tv cards. Click on the links below to get started.
So the excuse to boot into windows/mac "but my ipod doesn't work in linux" can be permanently banished - thank goodness.