The main shortcoming of these distributions is that they integrate into the Windows desktop, rather than presenting a GNU/Linux one. They do not, for instance, give users the opportunity to use multiple workspaces, or to try desktop customization options. But, since each installs, runs, and uninstalls as though it were another Windows program, most people should have little trouble using it.
A live CD or DVD is one that you can use to start your computer. Live CDs became popular in GNU/Linux in 2003 with the release of Knoppix, although they existed before then.
Today, almost every distribution includes Live CD versions on their download pages, especially user-friendly ones like Ubuntu or Fedora. To use one, you must download the CD or DVD image file (both of which have an .iso extension), then create a disk from the file. Your burning software will have an option for working with an image file that is separate from the one for creating a data disk.
When you have burned the disk, place it in the drive and re-start your computer. As your computer boots, you may need to change its boot order from the hard drive to the CD/DVD drive. Depending on your machine, you may have to press a key or sequence of keys to change the boot order, so that it boots from the CD/DVD drive instead of the hard disk. This change is made either in a separate menu or in the BIOS. If you watch as your computer starts, you will see a message telling you what keys you need to press.
Most Live CDs will boot to a GNU/Linux desktop. Some, however, stop at the login screen and require that you enter a user name and password before you reach the desktop. You can find the user name and password you need on the download page from which you got the image file.
The main advantage of a live CD is that you can boot into GNU/Linux without making any changes to your system. While you can access your hard drive from a live disk, you have to make a deliberate effort to do so, and most basic users will have no idea how to make that effort.
A live CD is also useful as a recovery disk. If you want secure computing, or the ability to carry a familiar operating system for use in whatever computer you happen across, you can use a live CD with a flashdrive on which to save your files.
The disadvantage of live disks is that they are slow compared to a hard drive. Used on a laptop, which is generally slower than a workstation, they can be painfully slow. The first time you start a computer with one, you may wonder if it's stalled, and on the desktop programs will start slowly. The impression that new users might get is that GNU/Linux is much slower than Windows, when usually the opposite is true.
You cannot do much about this lack of speed. However, you can minimize it if you choose a distribution designed for older computers, such as Damn Small Linux, or one optimized for speed, such as many of the Slackware-based distributions, such as NimbleX.
Live USB drives are similar to a Live CD/DVD. Typically, though, Live USB drives are not on the download pages of your distribution of choice. Instead, they are usually developed by a sub-project that you can find by a quick Web search.
Live USB drives have all the advantages of a Live CD, and none of the disadvantages. Although slower than a hard drive, Live USB drives are much faster than a Live CD, and can hold much more information. Many, too are persistent -- that is, you can store files and make permanent changes to the desktop, neither of which you can do from a Live CD. All of which means that a test drive using a Live USB is far closer to the experience of using GNU/Linux on a workstation.
However, in many cases, you need a machine with GNU/Linux installed to create the Live USB drive. A notable exception is Fedora's LiveUSB-Creator, a script that runs a wizard in Windows XP or Vista to step you through the creation of the live flashdrive.