Yes. You can try linux ....... for FREE! Pick a distro such as debian(I use) knoppix (great for begginers who just want to play around while still using windows) or mandrake (very good user interface).Just download the ISO you would like. PM me if you have trouble navagating the ftp files. And burn them to a cd. Be sure to burn them as an ISO.
If you have dial up you might want to get a friend with dsl/cable/t1 to download them for you and save you the hours of waiting.
As for programs on linux that run on windows, there are two applications. Wine and wineX. Wine is free, but I'm not sure about wineX. I think there is a small charge. WineX is mostly for use in games.
Linux is different then windows. Different document structure and makes use of the terminal (command prompt). But is easy to learn. You will have to read a lot to understand, or take a course at your community college.
What do you plan on using it for?
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"The most abundant element in the universe is
hydrogen, then second is stupidity."-Harlan Ellison
"What good fortune for our governments that the
people do not think."-Hitler