i've never tried making a bootable disk with Linux, i only started using it when my original XP machine decided to f*k itself over and not boot up, so i downloaded Ubuntu from the linux website using my sisters Vista laptop and burnt the .iso image onto a CD using Nero SmartSuite (any CD burning tool will do though, just make sure to BURN the image and not just copy it)
you may be able to access the linux site and download the entire OS in .tar format, have a look on google there are probably some walkthroughs up