I don't know if I qualify as 'intelligent' or not ... and, I don't currently have Linux running on any of my machines ... but I guess I can be first to respond. Perhaps better responses will follow.
a) If you want it to be 'painless', do not try to run two OS's on the same machine. As I recall, the hard drive needs to be formatted to a different file structure. I'm pretty sure you could get Linux and XP running on the same box, but that is probably a 'more experienced' application, which, if you are just starting, might create some 'pain'.
b) Yes, Linux is freeware. There are sites that will allow you to download the OS. But, in reference to (a), this will not be painless. Setting up the OS on a new machine from a downloaded site will be painful, and will also require quite a bit of experience. All OS's have multiple functions that make computing an easier task (hopefully). With Linux, you need to make choices about which functions you are going to install (GUI interface, hardware controlers, etc). Without knowing, from long experience, which of these components you need or want, attempting to download and install the OS will be
very painful. I suggest you go pay the $50.00 or $60.00 bucks for a Linux OS boxed version. It will be worth the money
many times over. (said another way, how many
weeks do you want to spend configuring a computer to save fifty bucks?)
It has been several years since I last tried to get Linux running on one of my computers. (Horror story alert) After 6 weeks work, I was not able to have a working GUI, but I was able to play a very basic 'TANK' game. I never was able to get my modem connected to the OS and, thus, dial out to the Linux support sites. I'm sure the install packages are much better now. However, I have resigned myself to being a slave to the Microsoft empire. A computer is a tool, and I just can't afford to spend that much time trying to get the tool to work.
Good Luck. ... As I said, at least this response is first.

, er, second.
Damn, the kid from Kentucky beat me to it.