When i was learning nix, I grabbed a knoppix distro. I am really into BSD now. So i suggest
http://www.freesbie.org/ . RedHat was the shit, like right after 9.2 came out because it had an awesome auto-update engine. One problem, RedHat is no longer working on making an OS for the common user. I would look into Mandrake, or the mandrake live cd.
One major reason to get FreeBSD is the ports system. When you start to install stuff on linux and there is a dependency, you might want to hurt something. Where as in FreeBSD it comes with a large list of ports. Here is an example of installing Apache using the port system:
Locate apache | less (you might want to pipe it into grep ports)
cd / user/ports/www/apache13 (where i found it using locate)
make install clean
THATS IT, it automatically downloads compiles and installs all dependency, such a time saver its not even funny.
Regardless of you OS, I suggest reading a book on shell programming. I prefer bash. At the very lease read the first few chapters, it tells you about pipe lines and useful unix programs. You can find e-books online, if you are still using your windows box download emule, there are a lot of e-books there.
I also suggest FluxBox as a window manager, it is really fast and doesn't use a lot of resources.
http://www.fluxbox.org/peace