Download the ISO and burn it to a CD.
Pop it in your puter, boot off the CD and play with it. It won't change anything on your hard drive.
It is a Linux distribution that is set up for anonymity and security. It runs well, albeit a little slower than I'm used to, as it is running straight off a CD. The anonymizing processes will also slow things down a bit, but that's to be expected, and a small price to pay for the benefits.
Threepers may be needing this in the very near future.