As for which distributions you should use, some are available with pre-installed Win4Lin-enabled Linux kernels. FC2 is not one of them, and some of the problems I had when installing Win4Lin is based on my use of a distribution that wasn't prepared in advance to support it.
Distributions with preinstalled Win4Lin kernels include Linspire, Xandros, and Gentoo. Netraverse customer support also mentioned that they've had good experience with Mandrake, too. Check the latest information on supported distributions at the Netraverse site.
I do not recommend Linspire, however, despite its ease of use. Linspire's default setup replicates a major security mistake Microsoft made with its Windows 9.x operating systems: It has the user running as root (equivalent of System Administrator level in Windows 2000/XP/2003) at all times.
Installing Linux
The most important thing you can do to ensure an easy, trouble-free installation is to make absolutely certain that your hardware and peripherals are compatible with the Linux distribution you intend to use.
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