No problem. Yes you can download the Live CD (Which will run Linux from the cd, but also you have an option of installing it to the hard disk from that cd, if you so wish to).
If you wanted you can even order an official ubuntu cd from the website, although it takes about 4 weeks to arrive (its free though!) so I would recommend downloading it if you have a cd writer.
edit: Ps. There isn't much rubbish to find when browsing in Linux as they tend to have more secure browsers. Firefox is default on many and due to the way Linux security and file systems work, firefox+linux means you don't get anything unwanted installing itself like spyware.