From LQWiki
To run Linux within Windows, you have the following possibilities:
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Use Live CDs
Main article: live cds You put a bootable CD in your drive and boot Linux from this CD. You cannot install or remove software.
Boot from a USB disk
Main article: boot from a usb disk You attach a bootable USB hard disk and boot from it. You can install and remove software.
Use virtualization
Main article: virtualization You install virtualization software, create a virtual machine and run it. You do not need to reboot your computer. You can continue to run your Windows applications.
Windows based Linux Distributions
There are some Linux distributions that are designed to run while inside Windows. While most Live CD distributions allow users to run and/or test the distribution from CD before installation, they still may require rebooting, partitioning, boot loaders and configuration. Windows based Linux distributions are designed for users to install and run Linux without leaving Windows. In many cases, there is no need to reboot, repartition or configure. Although these are not the best distributions for gaming, they allow users to use Linux for development, servers, testing, etc. Windows based Linux distributions do not have the same speed or experience as a native Linux distribution, they can provide near native speeds for many applications without advanced setup or Linux administration knowledge.

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