Linux is a very differnt OS to the traditional windows we're all used to. It's based on UNIX which is the OS of servers and mainframes. This site runs on servers which have RedHat Linux as their OS. A lot of linux is command line based, similar to MS-DOS commands. You don't even need a Graphic User Interface for linux, but there are several if you want to use one (GNOME and KDE are two I know about).
Linux is basically the engine that runs the computer, with other progs performing other tasks. It's open source, so essentially its free to download and install. There are several distributions of linux available (eg RedHat, Debian, Mandrake, SUSE), which install the linux engine, and some of the extra progs to do all the other stuff.
Lies, if you know nothing about computers, you're going to find Linux a challenge. I've been told that
Mandrake Linux is a good one for newbies. You'll need a fast internet connection to download the OS as it's several CDs worth. You can install it so you can boot either into windows, or into linux if you want.
Prolixic, Windows ME was probably the worst of the Windows versions. It's based on the old 9x engine and is infamous for having problems. I've been running Windows 2000 since it came out and think it's superb. Very stable. Windows XP is based on the Windows 2000 NT engine, but has some of the fancy stuff (some would say useless bloat) from windows 95/98. You could think about upgrading to Windows XP if you're feeling brave, and your PC is fairly modern. Some older software and hardware won't run on the NT engine, but most newer stuff will run on XP as it's a consumer OS.