Linus and Microsoft are too different to exactly just take an app from one and try on the other.
What we do is one of a few thing.
One is an emulator such as Wine or the commercial version of it (crossoveroffice) from codeweavers. It may or may not allow you to install and run. It is not officially supported but may work.
http://www.codeweavers.com/compatibility/browse/name/?
Might look at how some people put Adobe CS on Ubuntu by copying the registry and moving the install to the linux system.
Another way is to run linux and then install xp within the system using a Virtual machine. You run XP like you run any other windows app and you can then install and use the application. It may be slower than you'd like.
Another is an Open source application that does what you need.
Lastly is a dual boot system with xp on it.
What you have is why people are stuck with xp still.