I always wanted to try Linux, but I never dared to before.
A friend showed me the distribution Slax, which installs very easily on a USB stick.

http://www.slax.org/
http://www.slax.org/get_slax.php
http://www.slax.org/documentation_install_slax.php

Slax USB version uses slightly less than 200 MB.
It is very easy to install (3 steps: download, unzip, execute 1 bat file)

Absolutely no configuration was necessary for the 2 pc on which I have tried it
(It automatically detected the mouse, screen, the network, access to the Internet, etc.)

It offers a multitude of tools without additional downloads required:

• Web Browser
• Reader Video, music and CD
• CD burner / DVD
• CD Extractor (Ripper)
• Word processing and tabulator
• Messenger tool all in one (MSN, Yahoo, etc.)

My best discovery was Kontact:

It manages all in the same tool! :

• e-mail
• contacts
• calendar
• list of birthdays with reminder
• list of things to do
• allows you to read RSS feeds.)

You should try Slax.
It is completely free and you will not loose anything on your computer because it will be installed on your USB drive.