Here is a really good (and small) one, the cd image is less than 50mb (will fit on pocket cd). http://www.damnsmalllinux.org/
You can download the ISO here. Just burn it to a CD and give it a try. (cds are only a couple pennies.. try it!)
Nothing will change on your system. It doesn't even touch your drives, it runs entirely off the CD and your ram. Restart your computer and take out the CD.. everything will remain untouched.
Honestly, do you trust your windows box enough to type in your credit card nubmers? Can you even get rid of those popups? Atleast if you want to buy something online, you can always pop in the CD and do so securely.