The first step is to make sure that you have enough room on your computer. Go into My Computer and check how many hard drives are listed. Do you know if your computer has multiple hard drives or multiple partitions?
Each operating system must be on a separate hard drive partition. The easiest and best way is to use a program such as PartitionMagic by PowerQuest. Unfortunately, this program isn't free. Other alternatives are available at download.com but this is by far the best program.
PartitionMagic will do a few things for you. First, it will show you how many hard drives are in your computer and how they are partitioned. It will also show you how much room is available on each partition and how much is used up. This will allow you to decide which partition is free or you wish to overwrite with Linux.
No free partitions? PartitionMagic will let you shrink an existing partition to make room for a new one. If you have unpartitioned space, the Linux install can do this as well.
WHOA! You're now ready to install RedHat 8. (RH 9 is the latest version though). In any case, run the setup program. Choose a free partition - make sure not to overwrite your Windows partition. Choose one of the ones you created in PartitionMagic. Format it as ext3. Choose another partition to use for swap space.
Continue with setup ...

Respond with more specific questions. I'm tired of typing all that LOL