Need Help to Change My Os from Windows Phone in nokia 710 to Any Android Os
Whilst many phones such as the Nexus series work just like a PC and you can install multiple operating systems on them (Android / CyanogenMod / Ubuntu / Mer and so on), unfortunately the phone you have been sold is limited.
Microsoft deliberately blocks you from controlling the phone you paid for to make sure they can get even more money from you after you have already paid for the phone. They use a special security techniques which stop other systems from running on their phones and ensure that you only get software via their market place even if you would like to do something different. This basically means that you don't really own your phone, more sort of lease it from them.
Unfortunately they normally don't warn anyone about this when selling the phone.
Your best hope is to return your Windows phone to the shop and complain that you weren't warned Android wouldn't work on it at the time you bought it or that you didn't understand that that would block you from using Android applications. Since may people have this problem any reputable shop will accept the return although if you have waited a long time this might be a problem.
Then use the money you get back to buy a phone which is more open. A good place to start is the list of officially supported devices on the CyanogenMod page (http://wiki.cyanogenmod.org/w/Devices) or almost anything called "Nexus".