It is actually very easy to do so with the advent of the virtual machine. It is essentially a software solution that emulates hardware, and allows you to run a second operating system on top of your present operating system. This is great for running Linux based operating systems if you want to test out a new linux distro or run a Linux app once in a while.
My virtual machine of choice to run Linux on Windows is Sun's (now Oracle's) VirtualBox. While there are other proprietary solutions such as VMware Player or Microsoft's very own Virtual PC that allow you to run Linux and unix based operating systems, it seems right to use an open source solution for an open source operating system. As well I just find that VirtualBox likes to play nice with any virtual operating system you'd like to run on it. Virtual PC has been buggy in the past with older versions of Ubuntu and such.
To run VirtualBox, first download it from the VirtualBox site. You'll also want to download the ISO file for your GNU/Linux distribution of choice if you haven't done so already. Then follow the instructions on the VirtualBox site to install a new operating system, and you're done!
It's as easy as that! And you don't even have to worry about partitioning, and accidentally screwing up your Linux distro. Plus, you can access the files created on Linux right from Windows.
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