Well, if you want to install the full OS "on Linux", you'll probably need to use a piece of vitrualization software (read: you
will need to use a piece of virtualization software) such as VMware or Sun's VirtualBox (VMware is proprietary/costs $$$, VirtualBox is free and an open-source version is available).
You can then install Windows into a virtual machine created in either of these programs.
Hope that helps