I have created a fairly simple Excel Spreadsheet to allow you to play with a sine wave and do FFTs on it. Start by downloading the spreadsheet, then follow the instructions below.

In Excel under Data, go to the far right and select Data Analysis. If you don't see the option "Data Analysis" on the far right of the screen, follow these instructions stolen off the web:

Setup Excel for Data Analysis

"In EXCEL, if the Data Analysis command is not on the Tools menu, you need to install the Analysis ToolPak in Microsoft Excel. To install the Analysis ToolPak go to the Tools menu, click Add-Ins. Select the Analysis ToolPak check box."

Now choose the Fourier Analysis option.

Now fill out the Fourier Analysis menu with the appropriate columns. You'll always want these two columns chosen for doing an FFT. No need to go all the way to the end of the Complex data, only the stuff up to the Nyquist Frequency (halfway through the column) is needed.

Now hit OK and acknowledge that you want to overwrite the data in the Complex array. In a few minutes (it's slow, OK) you will see the spectrum in the chart marked as such. Now try corrupting the sine wave. For example, you can clip the top of the wave off by doing a Copy on cell B415, then select cells B415 through B615 and doing a Paste Special->Values (the picture of a clipboard with the text 123 in the icon). That will set 201 samples to 0.95330604, which will be visible in the Time Domain Wave chart. Now do the FFT and look at the harmonics created by the clipping.

To reduce the number of clipped samples, restore the "B" column back to the original values (just grab any un-modified value out of the B column and paste it over the distorted section from B416 to B616), then move the clipping somewhere else, symmetrically around sample 512 (90 degrees or element B515). For example, here I cut the distortion down to 50% of what it was by copying the value out of element B465 then pasting Special->Value from B465 through B565. Do the FFT again and note the difference in the spectrum.

Have fun!