While there are other methods, assuming that you are not very experienced with Linux, do it "dual boot". Dual boot mean, that Your computer is getting a boot manager and during a start up, you can specify which operating system you want to boot.
My advise, especially if you are not a "guru", avoid virtualization , aka vmware. It introduces completely new level of headache and affects effectiveness (unless you have VERY powerful machine).
Doing dual boot is simple, most of today's Linux distros have nice graphical installation and help setting up dual boot. I use "Linux Jazz" set, as my boss has a subscription and he shares it with me, http://www.amazon.com/6-disks-Introd...6610691&sr=8-2
all distro in the set have easy to use graphical installation and dual booting. It also gives you an opportunity to try various Linuxes.
I said, I do not recommend going vmware way. In very few cases the installation is seamless (unless you have well supported configuration), there's substantial tradeoff in speed and I would say reliability. We pick reliable system to be reliable . Aren't we?
Hope it helps.