Try the Wine...
Wish I had the time to invest, but don't. I played with Linux and Wine a few years back for home and wasn't overly impressed. Perhaps things have improved since. Wonder if the Roland software has ever been tested or run under Wine.
What I'd really like to find is a good tutorial on Linux CNC. The Roland MDX-40A will run standard G-Code in addition to its proprietary software, but Roland gives zip info about how to make that happen, even under Windows.