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I would use Virtualbox (the simplest virtual machine system).
create a virtual machine, and install Windows in it.
Once you're done, you'll have a windows machine running in a window of your Linux system.
A note about dual booting: installing Windows will remove your linux partition, so make sure you have a backup, and are willing to reinstall linux after installing windows.
This is a good point, but it is possible to install Windows without deleting the Linux-partition. You'll have to take care that the Windows-paritition (which will be created from the Windows-setupprogram) is not bigger than the free space on the disk. I'd recommend to create some free space on the "first part" of the disk. Unfortunately Windows will not recognize partitions which are created with Linux.
But as flamelord wrote, make sure to have a backup of your data before you perform the Windows-installation.
By the way windows need to be on the active primary partition to boot up. So first thing first, check out your partition table and see if you have the active primary partition free for the windoz installation.
I donot think that if you only have one partition on your machine and on that partition you have linux, you can install windoz very easily.
You will have to move the linux partition to the end of disk, create a new partition and mark it as primary and active.
Then you may go ahead and install vista or windoz 7. And you will need to use a ubuntu live cd or some other live distro to do all that !