you want to run Windows in Linux or try out a new distro easily, then why not
give virtualization a try? I found a link to what is involved, showing three
approaches, VM Workstation, VirtualBox and Qemu. I would only recommend that if
you are going to use VMWare, that you should install VMServer which is free and
has similar functionality to VirtualBox, rather than the licensed and for sale
VM Workstation which is featured. This way the license will not run out on you
after you have gone to such trouble. Also you can only install one VMWare
product at a time. So you will have to remove VM Workstation and install Server
if you decide to go that route later.

You will need to have build-essentials installed before you start. If you are
not using Ubuntu, then you will have to individually choose the build tools.
VMWare seems intimidating because of all of the prompts but just clicking
'Enter' is enough usually. However, when you get to the license agreement you
need to press Ctrl-c to quit it and then type 'yes'. I was stymied the first
time I did it because I did not know how to get out of the agreement. You will
also have to register for a free serial number with VMWare and you don't need
this with VirtualBox which I am sure is looking better all of the time. You may
have to re-boot before you can use either because it compiles using your kernel
headers. That is why you need to the build-essentails package. There is a link
in the article to re-compiling the kernel. I did not follow it because I have
done it so many times. I hope that it is helpful, otherwise ask.

I have used VMWare's VMServer, VM Workstation, VMPlayer (can not build VMs, only
play pre-built ones) and VirtualBox extensively. There are pluses and minuses to
both VirtualBox and VMServer. A new user may find VirtualBox easier to install,
but will have to change their user profile as root to include themselves as a
vboxusers group member. Otherwise you will get an error that you cannot run the
program because you are not a member of that group. This can be done from the
commandline or from the graphical tool under Administration | Users and Groups.

You will need a Windows license, if that is your purpose. But once installed it
will take away many reasons to use dual boot. However, for gaming dual booting
is the only way to go since it uses the processor and RAM so extensively. Once
the program is installed and you have re-booted, you install the VM the same way
you install any distro or Windows. Just use the whole drive which is virtual and
lives in a folder on your computer. The actual name will depend on which program
you are using. But since VMs are large make sure your home directory for
VirtualBox is large or if you are using VMWare, it uses the root directory by
default. This is the only thing that I usually change when I set up VMWare. I
store VMs in my home folder.

In VirtualBox I have given my VM 512 MB of my 3 GB of RAM and 64 MB of my 512 MB
of video RAM and both Windows and Linux apps run smoothly. As a bonus to using
VirtualBox you can run in seamless mode in which you can have one shared desktop
with both a Gnome and Windows taskbar on the same screen. If you do this with
KDE, you can move the task bar to the top like Gnome does which I do anyway.

Here is the overview: http://www.linux.com/feature/133018