You might also consider coLinux (andLinux and ulteo are based on coLinux) and VirtualBox. I had tried coLinux several years ago with success although it was a little tricky to set up. Another alternative is Cygwin, but it has a lot of idiosyncrasies. We do occasionally build for it, but don't recommend it as a long-term solution.

You could also just install some variety of linux to a different partition and boot to that. Or a separate PC, possibly with a KVM switch, that has linux on it. Remote access to a Linux computer is pretty simple too with an X-server like XWin32, Exceed or Cygwin's X server.