This TeX Collection (http://tug.org/texcollection) contains the
following software distributions:

protext - a TeX distribution for Windows, based on MiKTeX with a guided
          installation.
          http://tug.org/protext

texlive - a complete TeX distribution for GNU/Linux, Unix, MacOSX, and Windows.
          http://tug.org/texlive

mactex  - a complete TeX distribution for MacOSX (both Intel and PowerPC),
          containing all of TeX Live, but with a native Mac installer
          and other Mac-specific packages included.
          http://tug.org/mactex
          
ctan    - a snapshot of the CTAN (Comprehensive TeX Archive Network)
          archives, containing everything redistributable, as uploaded
          by the authors, only omitting large packages already present
          in the above distributions.
          http://www.ctan.org

You might well ask, which to use when?
- if you're a new user on Windows, protext is probably the easiest
  installation.
- if you're a new user on MacOSX, mactex is definitely the easiest
  installation.
- for experienced users, or Unix users, texlive is the most extensive,
  with packages and programs the others do not include.
- ctan is there primarily for those without network access; it contains
  many more packages and programs, but they must be installed
  individually, and are not integrated with any of the distributions.

The TeX Collection is the product of thousands of individuals all over
the world, and the TeX user group organizations.  If you find it useful,
please consider joining the user group best for you --
http://tug.org/usergroups.html has a list.  If you're already a member,
thanks very much, your support makes it possible.

Happy TeXing!