There are also a couple of other packages on the market, including
Microsoft Windows Services for UNIX:
http://www.microsoft.com/windows/sfu/default.asp (Now available for free download)
and the MKS Toolkit (Commercial)
http://www.mkstoolkit.com/
Although I'd definitely opt for Cygwin as google suggests - it also comes with a port of the X Windows system....
If you've got the cash, I'd also recommend VMWare (
www.vmware.com) - this allows you to run Linux, Solaris (and other Windows instances) within a virtual machine environment. This way you can easily restore to a last-known-good configuration (via snapshots) if you ruin one of the virtual systems. You can also "network" your virtual machines - see the website for more info.
Cheers
ZB