Get Virtual Box, from Oracle. Its free. Runs Windows, Mac, DOS, Netware, OS/2, and other flavors of Linux.
You can run whichever OS in a window on your native OS (Mac in my case) you can make it run full screen.
If you need to devote all system resources to whatever OS for some reason then youll have to partition your HD and dual boot into the native OS.
I use it.