http://www.knoppix.org/
Strictly the official mirrors only. Avoid anything from torrent sites, because, although linux in any form is basically secure, a pre-hacked linux is SAVAGELY dangerous, best not to risk it.
EDIT: if it's from The Bay, then as long as there are no more than the obligatory pair of morons who post "it's a virus" then you should be OK.
You just want the latest CD image BTW, don't bother with the DVD, there's not THAT much more on it, mainly source code and stuff.
Knoppix is far from typical, although most flavours of linux have a "live cd" simillar to knoppix's most are just to give you something to fiddle with before/during proper installation on the hard disc. Knoppix really is usable straight off the CD (though it DOES have an installation system available......I'd avaoid it though, knoppix uses a type of software manager that will drive you insane in perpetual, installed, use).
I always keep it on the waferdrive, it means I can start ANY machine into a nice working Linux at any time. It's amazingly useful with "broken" computers....if everything works in Knoppix....windows is broken, if it doesn't, then it could be the actual hardware.
It's amazing to watch it go......detecting and setting up network, video, sound, the whole lot, in a couple of minutes. It cannot do 3d because they can't legally distribute NV/ATI drivers.
And if you have a nice normal, external ethernet broadband router, and have left it alone so it assigned IP addresses to any computer that asks, knoppix will be online the moment it hits the desktop, with NO interference from you at all.
EDIT: the icons on the desktop will correspond to your hard discs, Linux doesn't do drive letters, you can "mount" a drive anywhere in your filesystem.....like clicking on c:\program files, takes you to a different hard disc, seamlessly....knoppix however mounts them and sticks them on the desktop, windows style, but they are named after the physical device......EG....IDE hard discs will be hda, hdb, hdc etc, the numbers after show the partition number.....eg hda1 is PROBABLY your C: drive hda5 is prob D: (ask microsoft about where partitions 2 3 and 4 are, LOOOOOONG story) SATA, SCSI and USB discs are sda sdb sdc etc.)
BUT MS won't tell anyone how NTFS works, so if the drives are NTFS knoppix MAY read them, but I'd advise against saving anything to a windows drive from knoppix.