This is a little more advanced but you could download this ISO image, use it to create a Linux boot CD that has a ton of forensics tools on it and boot it up on the system you want to analyze.

It's called Helix and is based off the Knoppix build. Check out here http://www.e-fense.com/helix/

All you do it download this image, burn it to CD, boot the CD up on the system you want to analyze, mount the local file system (mount /dev/hda1 /mnt/hda1), and use the tools.

If you need to transfer files from it to another location just hook up an external drive (USB,etc) that has a FAT/FAT32 partition on it and save stuff to it.

Hope this helped more than confuse.