Ahh, I asked myself this question a few years ago. Linux nowadays is probably almost easier than windows to install. It boots from CDrom, has a graphical interface to explain the steps of the installation.. and before you know it, you're up and running with a windows-like shell if you choose.
Firstly, if you will be hosting your site off this eventually, I would recomend Redhat 7.3. It is what almost all of the webhosts use if they have linux servers. Some use 7.2 or another slightly older version, but redhat is by far the standard.
Many other hosts choose FreeBSD... but that is a whole different animal, and would require a different thread
As for obtaining it, if you are on broadband, simply go to
www.redhat.com and they have a download area. They have varous FTP mirrors where you can download the ISO images and burn them to CD. The latest version is 8.0, but I would stay away from that for a server environment as .0 releases are usually kinda buggy, and there have been a lot of unhappy people using 8.0 and the latest version of PHP.
When you install linux, you can choose to have it install everything at once, including mysql, php, etc. You may want to download newer versions.. but at least to get you started it can come installed that way.
How you will be able to access the box depends on what services you have running. Such as HTTPD, FTP, SSH, TELNET, etc.. if you enable these, you can connect to them in that fashion.
I would recomend this book if you are somewhat new.. I picked it up used off amazon.com for 5 dollars I think, and it even comes with redhat 6.1 on CD for you.
It is called "Linux Administration - A beginner's Guide"
It takes you sorta slow at first, explaining how to install linux, how to configure some basic settings... and towards the end it gets you in pretty deep about how to configure various services and to have a secure webserver.
I highly recomend it
