Hey Franklin, you certainly don't need to pay for a virtual machine application. Best bet is to grab Virtual Box, its free and the full app will let you install you other Virtual OSes. I actually just installed OpenSolaris on VirtualBox. Went pretty well, but now I am at the point of, ok, what to do now??
Also Virtual Box will run on linux, Windows and Mac. In fact I've installed it on all 3 platforms. For a free app, it works awesome! Some of the networking can be tricky though. the "appliances" they refer to are pre-built VMs, so basically they did all the work of installing and building the virtual hdd and and OS and its ready to go.
Good luck!
Oh I'm new here, just figuring I'd browse some forums before I posted my own question