try Knoppix. I'm using it right now at my school's library. all you do is burn the .iso image to a cd, pop it into any pc, reboot, and WHAM you're in Knoppix. it runs entirely from the CD-ROM drive (and the sys memory, so the more the better) and there's no real way to mess up your current configuration.
if you think you messed something up, take out the cd, reboot, and you're back into your normal system. and yes, you can save config changes, files created onto fdd or onto the hd...see the help pages.
Knoppix is the website I believe. there is current dispute over "trade secrets" overseas, so on the
official website , it may not be possible to dl it, but you may find it on mirrors worldwide.
~Branson
oh, be sure you download the version dated latest (i'm using version 9-22-03EN, for the English version)
*edit: You'll want to click on "Get Knoppix" which is a tab on the top of the page. Have fun!