I think the best distro to start with would be Mandrake Linux. It's the most user friendly. I have used Redhat 9 and Mandrake 8.2 to 9.1 and I would not hesitate to recommend Mandrake. I believe version 9.2 is out for download now. It is a really slick OS.
If you download the ISOs make sure you use 700mb. blank CDs when you burn them as they are all in around the 690 mb range.
Look below for some demos and screenshots.
http://www.mandrakelinux.com/en/ftp.php3I have no experience with WINE or with trying to run FS9 on Linux, but I have installed different versions of Linux many times and I would just tell you that Linux likes unpartitioned space. You don't install it onto Windows partitions.
What you want to do is delete a partition - preferably one after all the Windows partitions and let Linux install to the 'empty space' on the hard drive. The installation will set up the Linux bootloader to dual boot with your Windows OS.
A good size for mandrake would be 6 to 10 gigs.