I'll second the LiveCD/LiveDVD method, or VMWare if you want. As long as you don't do anything screwy with the filesystems on your drive, you'll be fine. If you use a LiveCD, it will be slow (loading everything off the CDROM), but it usually isn't too bad (My Knoppix disk isn't that slow, but then I have the RAM to load pretty much everything into RAM)
But if you have a spare hard drive, you could also install on a partition on that drive, and dual boot the machine. I have that setup with my Windows PC as well as my PS3. (It runs Linux 99% of the time, unless I want to pop a PS2 disk in to play, or a movie)
But the better way to start is with a LiveCD, and then virtualization, and then take the leap and install a Linux on a second hard disk.