Like Don said, step one is to back up your files. Changing your OS to XP from Vista will involve either wiping your HD or manually partitioning it and installing a new windows boot sector. That's pretty advanced. There's a high chance that anything on your HD will be lost.
Linux can be installed alongside your current OS. You will then have the option at each startup to boot into either Vista or Linux.
Or you can choose to have the installer clean the HD and install Linux as the sole OS. It's a very simple installation process.
Either way, when you put the Linux disc in the computer and boot from it, you will be able to try it out before installing it. That way, you get to verify everything works correctly before making any changes. It runs a lot slower when running from DVD; that's because the DVD drive just doesn't read data as fast as a HD.
Once it's installed Linux is about 4x faster than Windows.