If you guys want to learn linux here's a great guide to setting up to run on windows:

Basically the steps are:
1. Go to http://www.vmware.com
2. Download VM Free Virtualization Player
3. For Beginners (original tutorial here)
a) Download the Generic VMX Filefor VMWare to run Live CDs
b)Unzip it somewhere on your computer
c)Download any live cd
d)Replace the downloaded iso's name as livecd.iso and then replace the one in the folder (from part b)
e)Just double click the VMX file

For Experts use http://wolfb.com/?q=linux-windows-cdrom as a tutorial.