I have been working with EKG on and off for ten years. I helped with this briefly: http://www.neozap.com/freeECG.htm I would love it if someone could produce a more 'rounded' piece of software.
I really love my 12-lead ECG machine I got for £10. It prints using thermal paper, and has an audio output that I put into the laptop mic input. It's not dangerous at all so you shouldn't be afraid. Sticky electrodes can be had for very little on ebay.
Happy to help others with their experiments.