That too, without installing it!
The grand daddy of Live Linux - Knoppix's new, version- 5.1.0 is out. There are various new enhancements as well - like built in ability to read-write in Windows NTFS partitions. You can download various language versions and CD/DVD iso images from: http://knopper.net/
One thing you may dislike with any Live Linux CD/DVD is that no matter how powerful and memory rich your computers are, they run very SLOW. Since applications are packaged compressed (about 2 GB in a 700MB CD) in Live CD, when you run, first they need to get read from CD, then need to be Decompressed, and then they finally run. This makes users wait for ages to load even a simple application while using Live Linux CD.
You can reduce this wait period substantially and speedup your Linux Experience by booting Live CD from Hard Disk. Not only your applications runs faster, your Linux machine will give you manifold productivity. Here is how to run Knoppix (may work with other distro as well with suitable command line / script changes) 5.1.0 Live CD from your HardDisk:
Download the Knoppix 5.1.0 Live CD iso image ‘KNOPPIX_V5.1.0CD-2006-12-30-EN.iso' from : http://knopper.net/knoppix-mirrors/
Note that this is a huge 700 MB download, hence it is recommended to use torrent client for a faster download. Torrent file is located at: http://torrent.unix-ag.uni-kl.de/
Now, burn a this iso image in to a CD with any CD Writer program like Nero (Windows) or K3b (Linux)
Additionally, copy this iso image (KNOPPIX_V5.1.0CD-2006-12-30-EN.iso) to your root directory of hard disk on hda1 (Linux). It is C:\ in Windows. Rename this image to a convenient short name like knx.iso.
Now, boot from your newly burned Live CD, and at boot prompt, give following command:
Knoppix will initially boot from CD, but will run from HardDisk, and due to this, it will run faster than never before.