IMHO what you're doing is going to be complicated. You are asking linux to install and run on top of hardware that's being emulated by a windows application - debugging that doesn't sound much like a newbie task to me

Given your initial requirement I suggest you go for a 'live CD' approach instead. It won't touch your harddisk and will give you the taster you want. I think some liveCDs work with USB thumbs to provided persistence.