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marq i think you have misunderstood me, i know what dual boot is, how to set it up and use it. I want to run Linux and Windows at the same time, that means i can switch between them while working in one of them. E.g.: i am working in Red Hat, suddenly i want to use window, i press a key and am in windows, i press the key again, and am back in Linux. Understand now?
You can install the cygwin linux environment, it runs on Windows. It is not as fast as linux alone, but it allows you to run linux under windows. Warning, the download is HUGE (but smaller than most linux distribution).
More information: www.cygwin.com
I'd go with Andrew's idea....you could run Windows as a separate process within Linux or vice versa. Just keep in mind that it requires a lot of RAM to do this.
My personal preference is to have two separate machines, using either a KVM switch (ideal) or VNC. I'm using VNC at the moment to run Windows from my Linux machine, since I dont have a modem on my current Linux box (or a KVM switch).
As suggested by Andrew use VmWare from http://www.vmware.com/download/
Download the workstation installation for either Linux or Windows depending on which OS do you want to use as the Host operating System. You can install it like any other application on the host OS and then install the guest OS inside VMware.
As the guest OS runs as a process under VMWare you would like to have atleast 256 MB RAM with a fast processor. Make sure you read the VMWare doc before you install the guest OS as there are specific instructions depending on the OS used.
You will need to register for it and will be provided one month free usage.
You can buy the full version off the net or download key from UG websites.