Get a Linux distribution on a LiveCD, that is a Linux operating system that will boot from your CD and will leave your hard disk untouched. You can get this CD by either buying it together with a Linux magazine or by making it yourself by toasting a CD. In the case of Ubuntu
you can also order a free CD from their website.
Appropriate Linux distributions to easily install PDL are the Debian based ones. We can recommend Ubuntu or Knoppix. After that follow the links on how to install PDL on Ubuntu or Knoppix