The Free Linux CD is a nice idea, but mainly as a blog. You actually don't know what you will get in hand, nor the senders know as well- it may even be a secondhand old Linux distro, which is "almost" useless for Linux newcomers.
What I'd advice you is downloading a recent "live" Linux distribution, which can be run from the CD without altering anything to your system. Once you get familiar with the OS, you can began storing data and settings to a medium (either a small harddisk partition or a USB pen drive would be fine), and when you feel pretty confident at last you can install the whole thing to your harddisk.
Two of the very best LiveCD distros are
Knoppix, based on Debian Linux, and
PCLinuxOS, based on Mandrake. Everythiung is free here (both the Debian and Mandrake projects are free/GPL), plus that you can download tons of software from their sites if it's not included in the CD (the regular Official Mandrake Linux distro is 4 CD's, while Debian "Sarge" slightly bigger at 10 CD's or 2 DVD's, if you prefer... On Debian everything is free, while Mandrake has both free and commercial/subscriber packages.
Just checkout...
