I'd second both Fedora and Ubuntu as easy to use for the beginner.
Currently I'm trying out Beryl on Ubuntu
At last I have Wubi installed. The downloader has a habit of stalling (noticeable by the 0 download rate) so required kicking every now and then. From then installation was a breeze. It installed itself (somewhere on my hard disks) and added a boot menu defaulting to my current Windows OS. I needed to select Ubuntu a few times for the installation to complete. Looks nice and slick picking up my network router settings without skipping a beat.
I don't have sound for some reason but I guess I'll find out why soon. DVD videos required a codec but it practically got it all by itself!