What files do I have to download to run Linux from a CD

What files do I have to download to run Linux from a CD?

As Banstorm said you would possibly want to get hold of a live Cd of Linux, you can either get this as a CD which you will need to insert into your CD/DVD drive and reboot the machine or as an iso image which you must burn to a CD, making sure the computer is set to boot from the CD drive (you may have to alter the bios to get this to work, not dificult)
If you burn a Linux distro iso to a CD and boot your computer you will then install linux to your hard drive so you will be able to pick between starting in windows or linux.

It may pay to check out a site like http://www.justlinux.com, it's got all the info you will need and if you sign up there are plenty of people willing to help you.