Run Phat Linux On My Win2Kpro PC

Well, I don’t have ANY Linux experience except for a short trial run on an old 200mhz PC to which I loaded Red Hat 7.0, I really like the whole concept of Linux and would like not to be hooked into always having to use Windows to do anything. I downloaded a version of Phat Linux and I cant even get it to START loading within Windows as it supposedly was designed to, it states that I have a Runtime error ’76’ path not found, I did load the vb6rt file as instructed and still nuthin’!! I really like the idea of running Linux inside of Windows so that I can learn Linux while still getting to all the things that need my attention in the Windows environment.
Any help in this area would be most appreciated!!