Read my OpenBSD or GnuVince's OpenBSD gateway plain english tutorial.
OpenBSD is better and easier IMHO. If you got a cable/dsl connection and a floppy, it will take you ~30-45 minutes to get the system installed and configured. To get X up and purty, that is ~60 more minutes, depending on your *NIX skills of course.
Trust me -- I was pushed onto OpenBSD by GnuVince and Ashcrow here. I am glad they convinced me. Lightweight and secure as hell!