well i ordered the pressed cd, but you can download the iso that is the same thing.
on that site you can order them for free, or download and burn the iso. i recommend the d/l and burn. its faster than the free shipment.
as for running the live version, just boot from the cd like normal. its also the way to install it, but it wont do it automatically so you dont risk your current compys setup.
wifes using the kubuntu on the desktop using the live cd now. lets see how she likes it. . .