Cooperative Linux is the first working free and open source method for optimally running Linux on Microsoft Windows natively. More generally, Cooperative Linux (short-named coLinux) is a port of the Linux kernel that allows it to run cooperatively alongside another operating system on a single machine. For instance, it allows one to freely run Linux on Windows 2000/XP, without using a commercial PC virtualization software...
coLinux Installation Overview
Read the installation overview at Linux DevCenter.