Hi there!
Welcome to Linux!
No one can tell you which Linux distro to use: it's like asking someone to tell them which flavour potato chip is the tastiest, or which music is the best. All we can do is tell you which versions we use and why we use them - and you'll find the list as long as your arm. The best advice is to burn a live CD (be sure to burn an iso) and try it for yourself. The great thing about live CDs is that they give you a feel for the various distros without risking losing Windows. Please bear in mind that the live CD will run much slower than the real version, so don't be surprised if applications take a long time to load up. I can assure you that even the slowest version of Linux is faster than Windows XP.
An alternative solution is to download and install
Wubi. This is a very new development and may still suffer from bugs. The good thing, though, is that it's as easy as double-clicking the icon in your Windows desktop, getting a cup of coffee and waiting. When the installation process has finished, you'll be able to start a Linux session. If you don't like it, or if you want to try something other than Ubuntu, you uninstall it in the usual Windows way. However, I must add that if you want to keep Ubuntu, I really think you should take the step of installing it in the 'proper', traditional way. This is because Linux isn't meant to be run on a Windows file system, and its performance is likely to be impaired.
Finally, please read
this essential article which explains some of the differences between Linux and Windows.
Good luck!
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