One thing is important when migrating to Linux: be consequent. Try to replace your favourite Win32 apps with similar Linux applications. You can start doing that even before switching to Linux, as many applications available for Linux are crossplatform. My recommendations:

* Use OpenOffice instead of MS Office
* Use Firefox instead of Internet Explorer
* Use Thunderbird instead of Outlook Express
* Use the Gimp instead of Photoshop
* Use Inkscape instead of Illustrator

When you are used to Windows' wizard-next-clicking paradigm, you should also bear in mind that actually reading the instructions presented in an installation before clicking 'next' saves a lot of headache.

And for starters I very much recommend Ubuntu. It's really easy to set up, especially for dualboot systems and it's pretty straight-forward from a Windows perspective.