How can I burn a Linux CD?

Installing Linux by CD is far more preferable over other methods, but Windows tends to use Joliet filesystems instead of the more standard iso9660; for Linux you'll need an ISO-standard cd. So you can't just download all the files and write them to CD; what you'll need to do is download the ISO image of a Linux CD, and burn THAT (as an ISO image, of course.)

More details can be found (as well as a Debian image) at http://cdimage.debian.org.

For information on burning a Red Hat CD and installing from it, see Do-It-Yourself Red Hat Installation. This page also covers installing from FAT32 hard drive partitions if you so need.

Oh, and in case you wondered, Slackware ISO images can be found here. Just pick a mirror, and get the install.iso from the slackware-XXX/isos directory.