you can see the aug03 dvd that came with four distros of linux - red hat 9, peanut 9.5, mandrake 9.1 and knoppix 3.2 live. obviously the last one is live. you'll have to burn the iso image and then boot from the disc. that's what i did although i doubt you can save anything :S
Aug 04 contains SuSE 9.1 only. I was talking about August 2003 which contained four distros of linux. however that is kinda old so i suggest you listen to the other ppl on this forum and buy a mag that is giving a new linux distro, possibly live. or you can get in touch with someone who has hte distro.