Thanks guys for all the feedback, I will probably be giving all the suggestions a try eventually. I tried Puppy last night, it was ok, but not my cup of tea, although it did have a game I got quickly addicted to, simple game called "bubbles", lol. I seem to be having the same problem with everything I try, my biggest gripe, being able to get online. For some reason I am unable to.
I like PCLinuxOS a lot, I ran the live cd from memory (loaded all the cd into memory), instead of the cd, I liked that option a lot, it ran much smoother than running from the cd. Other distros didn't give me that exact same option.
If I could manage to get one of them online that would be great, then I could work from "inside" of Linux making it easier to learn it, but switching back and forth from Windows becomes a pain.
Edit...
Another question, stupid question, but I have a AMD 64 processor, which version should I take when their are options like Gentoo for example "alpha amd64 hppa ia64 ppc (32 bit) ppc64 sparc64 x86"? I'm assuming the obvious choice would be "amd64"? Sorry to ask such a newb question, but I'm still in the learning process.