Firstly, regarding copying files, as far as I remember the default Mandrake file system type is ext3 (you'll have to check this for yourself though). This can be read and written from Windows in various ways - see this page:
Secondly, it is very possible to boot a Linux session within Windows. You just need a program called VMware:
But of course being a Windows program you have to pay for it!
You could also try coLinux but this is still at a pre-release stage. (But it is free!)