search for suggestions

-- Hi,All

I'm glad to study with you all,I'm a new .now I have a problem:I want
to install the Linux system by myself but I only think of the boot system has grub,vmlinuz,and the environment that can build the kernel like linux-2.6.38.tar.bz2 in it.like that in fact I need a pure linux system to study with you all.
I think it better that the installing system can build like a *.ISO
,and I can take it in a mobile HDD,run it in a vm virtualBox at anytime.
I waiting for your best idea.
my best wishes to you!