Yes, installing linux first, and windows will eat your MBR and not be kind enough to add linux for you.
If you have a boot floppy its a easy fix, but doing it right the first time helps too
This is a very FAQ, you should get a huge list of places to help with a google/linux search. Your best bet is to find a guild that you understand the language, read it several times, and maybe even print it before starting.