I would contact Dell because if you did order a WinXP machine then they have sent you the wrong thing. Dell is pretty good about taking a return for whatever reason.

Like Charles said Unbuntu is one of the more popular, user friendly, Linux distributions that has a lot of the same functionality as Windows and then some. One of the best things about Linux, or any Unix platform, is the risk of a malware infection is pretty slim. Another nice thing is the availability of Open Source (free) software such as Open Office which is the Linux version of Microsoft Office. So if you are just using it for web browsing, word processing, spreadsheets, playing games, sharing files back and forth between computers, etc. then it would probably be a good machine for you. But if you have some specialized software that requires Windows to run then it probably will not work for you.

Connecting your Ubuntu notebook to the Internet via a wireless router should be a relatively painless thing similar to setting it up in WinXP. You also have the option of using Ethernet cable to connect it or any other machines in the vicinity to the router. They can all access the Internet at once but if both are being used then it will possibly slow data transfer speed down.

I am somewhat biased as my laptop dual-boots WinXP Pro and an earlier release of Ubuntu. I also administer approximately 30 to 35 servers in a test environment at work and quite a few of them are different Red Hat and Novell SUSE Linux releases so your experience might vary from mine.

Cheers!
Bill

BTW, nice picture of a '67 Camaro!