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I suggest Caldera OpenLinux for installation inside of a Windows partition. It has a super-easy installation program called LIZARD, and I had no flaws when I went to install it on my friend's PC. I installed it on mine with its own Linux partition, and it's great there too, so check it out.
Well, like they've already suggested, WinLinux 200 is a good example of a version of Linux that works through Windows. Red Hat 7.0 onwards support the option too. You can install it under a windows ( DOS? ) partition so you get the hang of the OS first. The direct shipment ( for those of us that bother ) comes with a little manual on the bare essentials of partitioning. I think its even there on the red hat website . Check it out. ( RH 7.0 onwards come with both fdisk and PartitionMagic as options to partition the drive too. Makes it a lot easier! )
By the way, are we all anticipating the release of LindowsOS? :)
Cheers!