It's not "stable" yet, but I managed to get coLinux installed on my Windows XP laptop. I used the debian filesystem image they distribute from their site for my linux distribution. I got networking working by bridging the network interfaces. DHCP didn't work when I set it up for that, but a static IP worked fine. I got a remote X session started with GDM as a login and cygwin's X server as an X serv. VNC doesn't work for some reason. All in all it's not a bad setup, but it needs a few more revisions before I'd recommend it to a new linux user. I got 3 bluescreens while trying to get it set up.
For those who don't know what coLinux is, it's a way of running a linux distribution from windows as a separate application, but it doesn't use an emulater such as bochs or vmware. It does take advantage of the cygwin1.dll, so I'm not sure exactly how they do it, but it seems to work fine after you get past the quirks.
For those interested in trying it, the homepage is http://www.colinux.org/
Check it out if you have the patience
AMD Athlon XP 2500+<br />DFI NFII Ultra Infinity(gigabyte sucks)<br />OCZ 2 x 512 PC3200<br />ATI Radeon AIW 9600 PRO<br />16x DVD-Rom (not in use)<br />LG 8x DVD-Burner<br />LG 40x12x40 CD-RW<br />WD 120GB<br />420W PSU<br />Tweaked out case<br />:)