You can pay for virtualization software or find a free alternative, but Windows itself isn't free. There's the monetary cost of software, of course, but there are also some hidden performance costs. Before you try it, though, you should learn about the costs-some of them not so obvious at first glance. But after a recent memory and disk upgrade I've been looking at virtualization software for OS X, which allows me to run Windows without having to first shut down OS X. On the Mac, I originally installed Windows 7 on a Boot Camp partition. So if a virtual machine can handle both Windows and OS X apps gracefully, I would have a much easier time moving back and forth.
I have a handful of Windows programs that don't have Mac alternatives, and I have both a Mac and a Windows PC on my desktop.
That's actually a pretty compelling pitch for me. Apple pitches it as the way to run 'specialty software.' You know, 'that one Windows application. That's a big selling point for Apple, which gives this feature a marquee position on its 'Why You'll Love a Mac' page.