VMWare is very cool as AudioVoodoo
cygwin is also very nice and incredibly useful but will not give you a native Linux environment, it does approximate a Linux / Unix environment.
There is also QEMUhttp://qemu.org/
There a few other options but they are not as good as VMWare/QEMU/cygwin.
QEMU and Cygwin are both legally free and open source.
VMWare Server is legally free for internal use.