OK right now I am downloading the most recent version of the Knoppix iso.

I plan on running it from a cd, before trying to partition a drive.
I have Windows XP.
I want to know if the iso will burn directly to a cd that will automatically boot up my system, if it is in the drawer and boot the system.
OR do I have to enter the set up screen each time and set it to boot from the drive?
Do I have to add any files to the cd/iso disc to do this?

I am sorry I don't know much about this, I just started looking into it today.
I wanted to do this about 8 years ago, but people told me it was stupid to get into linux.

Thanks for supporting a linux newbie.