I have done that and noticed that although I was told how much faster Linux is, it ran way slower than windows. This was using both Redhat and Mandrake vs. Win98se, Win2k, WinXPpro on the same machine...all of them installed with no other OS to clutter things up. I really wanted Linux to work as good as advertised, but was dissappointed by the results.
I will mention that I detest Internet Exploder and refuse to use it. I liked Netscape untill AOL screwed it up, so I use Mozilla (the basis for Netscape without the yucky AOL crapola).
You can get it here: Latest Mozilla version
BTW, my favorite feature of Mozilla is the very useful and customizable pop-up blocking. That was the main reason I tried it. I hate popup ads and now I never see them.