Yes, you can actually run Linux as a Windows application. This video tutorial series from showmedo.com shows you how to download and install VMWare player and then run KNOPPIX LiveCD inside it.
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All opensource software world in motion.
See how to setup your Linux or BSD box, setup network and desktop environment, install Apache, MySQL, PHP and other software, setup mail server with spam filtering, configure system to get best performance and many other things.