Could you be any more specific on what you were trying to install and what were the problems?
When I first installed Linux, I believe it was Slackware, it took a "boot floppy" a "root floppy" and half a dozen diskettes to get the basic stuff on the computer. Then about another 10 to add the C compiler. Software packages were added after you got the basic system bootable.
(We didn't need no stinkin' Cd's ;-)
(Yah and we used to walk to/from school in the snow with no shoes up hill [both ways] and we liked it dammit!)
I remember a number of times having trouble getting the X Window System to work including on the old Slackware of the early 90's and later on in a few Redhat versions I used. It could be because of commodity or cheap hardware I had back then.
Recent versions of Redhat Linux: 7, 8, 9, and Fedora have been pretty nice. I've done Core 1, 2 and now 3. Everywhere I put them the graphical X Window based install seems to pop right up. If you're getting that far consider yourself lucky. But then again there is usually a text-based install method available.
It's a good idea to do this on a machine that is *NOT* your main computer for work/personal stuff, or the only computer that accesses the Internet.
You may bump into problems that you could use another computer on the Internet to do a "Google.com" search for.
I seem to remember some Disk Partitioning (disk geometry) glitch related to making a dual boot system (Windows XP and Fedora Core 2?) that caused Windows not to be able to find it's startup boot sectors. There were answers to that all over the Internet. I was able to get past that.
Fedora Core 3 is pretty much bleeding edge stuff. It went pretty smoothly on a Pentium III 400Mhz here with 128mb ram.
You might want something a little less bleeding edge. I've heard some pretty good suggestions on here.
I do know that Fedora and Redhat versions are rather easy to configure onto DSL or Cable Modem (even dial-up) Internet connections - so you'd be online pretty darned quick. You could even get on via your Linksys, Dlink, or whatever router or via another Windows machine running XP with Internet Connection Sharing. Linux can be a peer or the gateway itself.
Sharing the connection with Linux (ICS equivalent) might not be as easy as Windows. But there are help texts out there on how to do that. I myself have used the Shorewall Firewall thing to help out with that.