Yeah, it's probably a bit of a hassle if you're not a Unix person. Can you download and burn iso files? If so, I would suggest downloading the iso file
here .
Then, follow the steps starting with 'How to Use' on
this page. Chances are you'll be able to accept most of the defaults, and it should work for you.
There may be some easier ways (I don't think so though), but I am a unix and security person, so this is what I do.