@AES: I think Xubuntu looks a lot like XP. Link above.
Burn a DVD
from the image to make it bootable. Don't copy the download to a DVD as that won't work. Then you can try it, or set up dual boot (keeping whatever you already have), or whatever you wish.
BORING BACKGROUND STUFF:
UNIX - the original concept from the 1960s/70s. Multi-user, networked (sometimes), started in academia and spread to wide acceptance in engineering and limited commercial applications.
DOS - derived from UNIX (in large part), but no networking nor multi-user capabilities. Runs on a PC. Single-user, no networking as shipped, many limitations but hugely popular for business and home use.
Windows - originally just a graphical display system (a "desktop"), running on top of DOS. Now the name for the underlying operating system too. Microsoft proprietary. Mainstream operating system.
Linux - UNIX for PCs, originally written by Linus Torvalds (hence Lin-UX). Put in the public domain by Torvalds, is open source and free to anyone to use. Has a number of "flavours"...
Ubuntu - a very popular flavour of Linux. On its own doesn't look much like Windows, but desktops like the one shipping with Xubuntu fix that pretty well.
Xubuntu - a variant of Ubuntu that is deliberately intended to look like Windows and behave in a similar way (NB: not identically!).
Wine - a windows emulator that tricks software into thinking it's running on Windows when it's actually running on Linux. Free, popular with the gaming community, sometimes awkward and flaky.
You can also run real Windows as a "virtual machine" on top of Linux. This gives 100% compatibility with Windows software (or should), but is a bit cumbersome and needs a lot of memory. Both Wine and a virtual machine allow data, network connections, printers, etc., to be shared between the Windows environment and native Linux.
Too much info, probably
E.