I'm getting an M-Audio 61 key midi controller for xmas - well I hope lol

I was wandering, would it be easier (for just playing keyboard not recording) to install a separate OS maybe Linux or windows XP.

What do you think?

Purely so I have no other crap running, just software and a vst for my keyboard.
The most midi synthesizers I know won't work on linux, sadly. Normally I would tend to say it's best to use MAC with some MIDI Synths like Absynth from Native Instruments. It runs even stable on my crappy notebook.
also keep in mind what OS your VSTs are native to. if i'm not mistaken, i don't think VSTs that were designed in windows will work well (or at all) in other operating systems like linux.
Grammar and spelling omitted as an exercise for the reader.
there is virtually nothing of worth available for the Linux platform as of yet,
but there are oceans of freeware and commercial plugins available for Windows and OS X.

problem solved
I don't think its a question of operating system. Any of them will process a USB signal from a MIDI controller....it depends on which DAW and application for sound you would like to use.
I've bought, sold, and traded more gear than I care to admit.