I have windows xp at home, connected to broadband

I am currently downloading the iso ready to burn to CD. When the CD is done.. do i just put it in the computer and boot up, and it will start knoppix 3.7 ? or do i have to make a partition and install it there or somthing?

Also how easy is it to connect to my broadband connection like on windows xp?

and how safe is it? like is my computer likley to break after i have used it?


M