I recommend any of the following variants of Linux:
http://fedora.redhat.com
http://www.ubuntu.com (Thanks Xenock!)
http://www.centos.org
http://www.opensuse.org
http://www.debian.org
http://www.slackware.org
http://www.mintlinux.com
Or, if you are looking for other open-source software:
http://www.freebsd.org
http://www.opensolaris.org
Any of these will be more reliable, less susceptible to viri, uses your hardware more efficiently, and they're all free.
If you must run a Windows app, then you install Vmware or any of the other PC emulators and run Windows in a virtual machine (this can be done on most of the above OSs and certainly on the Macs). You ONLY run that app on that virtual machine. You browse and do everything network related on the host OS to keep secure and virus free.
I actually make a copy of a Windows virtual machine for every Windows app I have to run, copy any data I need after I've used the app off the virtual machine and then DELETE IT when I am done. This means I never actually have any Windows data on my machine other than the base copy I use and whatever I copy off the VM before I delete it - you can't get more sterile other than simply never running Windows apps. I'm almost there!
Its true, I spend more time on Windows than Macs or Linux but that's simply because my job is to fix computer problems, and, frankly, that difference in cost of ownership PAYS MY SALARY. Perhaps I should be advertising Windows just to keep myself in business.
Many of the above are Linux variants (that is, run the Linus Torvalds kernel) but some are not. The FreeBSD variants run a differently derived kernel but share source for lots of the utilities. OpenSolaris is based on Solaris which was a product originally developed by Sun Micrososystems which was bought out by Oracle).
In any case, each of the above web sites will show you how to download and install its particular variant. I run Fedora Core 14 (and am testing Fedora Core 15). Many people like Ubuntu.
You can buy an install disk for many of the variants above just by going to its appropriate web site and sending them a very small amount of money (cost of media plus shipping). Most people download the data and create their own disk but that can be a pain in the butt for all the reasons that writing ISOs is usually a pain in the butt. If you can burn DVDs you'll probably find that easier. If you've never done it, you might want to buy the DVD the first time around.
In any case, you're going to need to be patient.. You're learning a new OS and even though in the long run it may make your life less stressful, in the short run, it won't.
You may want to get your feet wet by installing vmware (or any number of other Virtual machine technologies including some available from (God help you) Microsoft) and install Linux as a virtual machine running on Windows. When you get to the point where you are comfortable with that, you then "virtualize" Windows and run it on natively installed Linux. Windows doesn't like to be virtualized (it complains about the hardware having changed under it) so that make take some finessing.
There is also Linux technology for taking an existing Windows system, rearranging the disk layout on the fly and then having it "dual boot" (boot one OS or the other). That doesn't use virtual machines, but it also avoids you having to know anything about vm technology.