I find this method of accessing Linux useful:
(1) because I need to develop software on Linux and Windows
(2) it's nicer than Putty if you need to 'ssh' somewhere
(3) you don't need to reboot your computer to use Linux
(4) you can close the virtual machine and it starts up at the same point next time
(5) if you use VMWare Server, you can take snapshots of your entire operating system and state, which you can continue from later or give to other people
(6) no need to install Linux yourself or repartition your hard drive
(7) security -- let the hackers hack your virtual machine rather than your desktop PC
(8) you can test webservices, as the virtual machine behaves like a completely different PC
It's pretty easy to setup:
(1) Download and install VMWare Player from the link above
(2) Download a virtual machine containing a Linux distribution from the VMWare site (for example). I downloaded a virtual machine of Debian Etch. What's good about Debian is that it's stable, and has a really nice package installation system containing 19000 packages.
(3) Start the virtual machine by opening in VMWare Player, and sit back while it boots up.
(4) The one difficulty with VMWare is getting the networking to work. As described on the home page for this virtual machine, you need to start the VMWare network driver by entering the following as root (the passwords for 'user' and 'root' and simply 'user' and 'root'):
If it worked, the output of '/sbin/ifconfig' should show eth0 as a network driver, and it should be possible to access the internet, and 'ssh' out of the machine.
(5) At this point, you can start installing whatever packages you want, by clicking on "Desktop", "Administration", "Synaptic Package Manager" (or use the command-line interface, 'apt-get install whatever')
Here's the obligatory screenshot showing me writing this blog post on Windows, and running VMWare/Debian at the same time. I've just installed and run GaussSum at the command line: