Most personal computers in the world run on Windows. However, powerful servers typically run on another operating system. That's usually Unix or it's derivative operating system Linux.
Linux is popular with hard-core techie types. It is free and comes in dozens of varieties. There is a variety for every task.
Currently, one of the most popular versions is Ubuntu. It is geared toward desktop use as a Windows replacement.
Ubuntu lets you create a live CD. This is a CD your computer can boot from. It lets you run Ubuntu without installing it. The instructions for creating the live CD are on Ubuntu's download page.
Ubuntu and other Linux varieties aren't for everyone. I only recommend using it if you know what you're doing.
Warning: the live CD is a step toward installation. There will be an Install Ubuntu icon on the desktop. Do not click this icon unless you plan to install Ubuntu. Note that an incorrectly configured installation could overwrite your existing operating system and information. Proceed with caution.