I am new to linux. Currently using Windows XP and wished to convert it to linux.

There are alot of linux out there, and I planned to download "mandrake linux", is it good?

Just to ask after i install linux, can i still install "Adobe acorbat reader", my "ADSL modem driver", graphic card drivers all that? Will it have any problem?

Mandrake is good for a lot of people... but it is usualy better when you try different ones and pick the one you like the most.
You can't install any Windows software (Acrobat and your modem driver) on Linux, but there are a lot of PDF readers for Linux and there should already be one included with most distributions... the official Acrobat for Linux from Adobe though is, basically, crap, and the latest one they made is version 5.
And Linux will probably have no problem with your modem.

Use the web the way it was meant to be used. Get Firefox.

if i cannot install windows modem driver, how do i log on to internet?

FYI The Adobe GNU/Linux version or acrobat
reader is now up to version 7 which is a
great improvement to v5. Personally I still
use kghostview most of the time,
occasionally it doesn't render out correctly
which is why I also have the official Adobe
reader installed too.

What ADSL modem is it? If it is USB then you
may have some problems, try googling for it.
If it is a networked one then it should be
plain sailing....

MODEM:

With Mandrake 10.1 Sagem Fast 800 modem works. Just install the eagle-usb package (included with Mandrake), then plug the modem in and in Mandrake Control Center -> Network & Internet -> New Connection -> select ADSL connection and your modem should be picked up. Then you just need to feed it with your connection details and say Yes at the right point if you want to connect at boot.

I've also heard the SpeedTouch modem works with Linux too. I think Mandrake's got a speedtouch package you need to install to use one.
That's all the most popular ADSL modems covered. Most ISPs supply one or the other.

If you choose another distro, these USB modems will work but it might not be this easy. You may need to find the drivers, install and configure them yourself; depending which distro you choose.

If it's a networked modem, just connect it to your ethernet card (most are autodetected and 'just work' in linux).

GRAPHICS:

The X window system comes with drivers for most graphic cards known to man. Most popular distros including Mandrake auto-detect and install your graphics driver. You just normally need to select your preferred resolution and colour depth.

NOTE:
If using MAndrake 10.1 and you have problems with browsing files after connecting a USB storage device, use Software Updates in mcc to update all kde, libkde, udev, ldetect and ldetect-lst packages (indlude bugfixes and normal updates)