Gunslinger:
I'm seriously thinking about trying Lindows or even just setting up a linux box for the heck of it.
I love linux and its cousins FreeBSD and OpenBSD. Unfortunately, I don't think any of them will play Aces High.
There are 3 options, 2 of which I'd recommend.
1) Use an old machine for linux, and have 2 consoles. I have an old p100 that just won't quit. It runs linux just fine, and I use it as a file server and general purpose shell machine (plays MP3s while I fly, etc). My firewall is a p200 which handles a 6MB throughput with firewalling, IDS and a few other functions without breaking a sweat.
2) Run linux on a virtual machine on your windows box. This is great for a beginner because it takes a lot of the hassle out of the way while you learn your way around. The most robust way to do this is with VM Ware. A full blown install of linux runs in a window on your windows machine. You can suspend it at any time, so it won't hog resources when you need them. Another major benefit is that you can revert back to previous states when you screw up. Oops, I deleted some system files! No problem, yesterday's state is a file on your windows box, just switch states back.
CoLinux -
http://colinux.org/ Kinda like VMWare lite. Runs a scaled down version of linux in a window. Not as good as VMware though.
3) dual boot. (I don't recommend this because it's a royal pain to switch between OSes)