Trying Linux isn’t generally considered hard. Typically you need to burn something called a live CD, shut down Windows, check your BIOS to make sure you can boot form CD, then reboot the computer with the live CD, try Linux without installing it, then shutdown, remove the CD, and reboot to Windows. Ok, maybe it isn’t all that easy…
Or, you can try running Damn Small Linux. Just download the "embedded" version (current filename for this is dsl-4.2.5-embedded.zip), unzip it into a folder on your flash drive, then run the dsl-base.bat file. Soon thereafter you’ll have a window on your desktop in which is running a fully-featured Linux OS.
Granted, many other versions have more features but if you’d just like a small taste DSL is the way to go.
As a bonus, here’s something to think about. If you have DSL on your flash drive and you’re using a public computer and you’d like a bit of extra privacy and/or security while surfing the Net, just plug in your flash drive, run DSL, and surf the Net from within a completely different OS. No records of your surfing will be left on the computer you’re using.