Using a Linux Live DVD or Linux on a pendrive has its own advantages. But for obvious reasons one cannot have all the advantages! Hence for some people they might test it by installing it on their hard drive. Let me put it in a very simple way: Nobody is forcing you to install anything.
Linux users do not force you to install Linux but they do make you aware of choice. Most computer users have only seen one operating system and they are totally unaware of so many choices when it comes to computing!!
Secondly, it does not mean that you have to take away your windows section! You can dual boot so you can have both windows and linux installed on the same machine. That's our study for today. The advantage is that if you're using linux but you still feel that you should use your favourite programs, you can go to the windows section and work normally! So in that case you'll be using the best of two systems: Linux and Windows! In other words you're choosing what to use which is super fantastic!
Now obviously, where do you start? I shall first put a link for those who are using windows 7 (as it's more popular). The link is very user friendly as it has ample screenshots where it tells you what to do: step by step. Link 1
The following link is for those who are using windows 8. Link 2 In most cases, Windows 8 has what is called a secure boot, intended for rootkit viruses. Well you have to disable it in order to install Linux. Don't you worry. Here is an easy guide on how to do it Link 2B. Another feature which one should disable is the fast boot up. Just go to this link 2C to solve this challenge.
The last link is simply a repetition. It differs in one point only: installing Mint (Linux). Link 3