Depending on how powerful your system is, you could always run Virtualbox. I have just done this on my Mythbuntu system. I had to have a small XP VM for some Windows only weather station software. Works a treat and with a very small foot print.
On my Asus eee box 1gb ram 1.6Ghz Atom proc Virtualbox ticks along at about 12% cpu idle, so not too bad.