This particular Compaq is kind of a crummy choice of Linux. First of all, I couldn't figure out how to install a second hard drive. The case was apparently not designed to allow that option. Second, there doesn't seem to be any entry in the BIOS that allows modifications of the power management settings.
You can get Linux CDs to boot & install but you need to add a boot parameter to disable power management or it will just reboot with most distributions.
At the command prompt most distros give your type the following boot parameter:
linux acpi=off