Or, if you're comfortable working with the hardware, just find an old hard drive, install it, and change the cables to it when you want to experiment -- back to other hard drive when you want to run Windows. That way the two never mix. I did this for a while with CentOS/XP -- but at the cost of computers now (I just bought a Pentium 4, 2.8Ghz, 512Meg Optiplex for my Dad for $56 + s/h) it really is easiest just to get another computer.
Looks like I came a little late to the party. I have seen Windows partitions messed up with a Linux install, so I "preach" a little more caution than some others may advise. I do like the "wubi" method for trying out Linux. I don't know how hard it would be to adopt something like that to VectorLinux and some of the other distributions, but as far as I can see, it's the safest, easiest way for Windows user to try Linux.