Ah. That sounds like you may have downloaded just the kernel, rather than a Linux distribution. It'd be a much harder task to install that. I would suggest getting the ISO image from one of the following sites:
They are two of today's most popular distributions and generally work well straight out of the box. If you want multimedia support out of the box, such as codecs for proprietary media-types (MP3, WMV, WMA, AAC etc.) then Linux Mint might be a good choice. It's based on the above-listed Ubuntu distribution but, in the eyes of many, takes the user-friendliness (particularly for beginners) up a level.