After installing Microsoft Dynamics CRM 2011 you can easily load sample data into your CRM system by doing the following:
Go to Settings --> System --> Data Management --> Sample Data
Click on Sample Data and a popup screen will open
Click on Install Sample Data
In the meantime you still can use CRM and after a minute the sample data is installed into your system.
If you want to remove the sample data from you system you just easily Click on Remove Sample Data.