If you're running a windows OS, it may have already partitioned your whole hard drive into a single partition, which Linux can't use...you can check by right clicking my computer, go to manage on the menu, then look at disk management under storage. If XP's using the whole HD, you may want to look into ParitionMagic, or another program that will resize your partitions to free space for Linux, as mentioned by j8ear earlier.
For tutorials, try:
http://www.yolinux.com/TUTORIALS/