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Why would I do it?
There are several reasons why you might want to run both Windows and Linux on the same machine. The most obvious is that you want to try Linux but keep your options open. Indeed, even if you decide to stick to Linux, there's arguably little point getting rid of Windows completely if you don't have to.
Another reason would be if you want to carry on using Windows most of the time, but would prefer to have Linux available at certain times. A good example is my own situation: most of the time I run Windows and can cope with any freezes or crashes. However, when I am writing articles to a deadline (and multitasking with blogging software, an internet browser, image editing and listening to music), I can't afford to risk having delays from crashes and reboots. Though I don't want to run Linux all the time, I now write time-sensitive articles using it.
A dual boot system (where two operating systems are available, such as Windows and a Linux-based system) is also a good solution to the problem that a large proportion (maybe 80% in my experience) of programs and features run fine in Windows, but the remaining ones are extremely problematic and could take so much work to sort out that it undermined the advantages of Linux.
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How do I set it up?
The easiest solution is to use a program called “Wubi.” This is a free download in Windows which installs a Linux-based system on your machine. (The default option is Ubuntu, a system which looks and feels very similar to Windows. For the rest of this guide I will assume you opt for Ubuntu.) Each time you boot your computer you will be asked if you want to run Windows or the Ubuntu.
Bright Hub's Dylan Turpin has written a great guide to using Wubi, but one note I'd like to add is that the installation process automatically downloads Ubuntu, which is around 650MB. You should bear the time of downloading this in mind when deciding when to start the process: it's not a good idea to use Wubi if you are in a rush or will need to turn off your computer soon.
When installing Ubuntu through Wubi, you'll be asked how much disk space you want to allocate to it: the default is 15GB while the minimum is 4GB. I would recommend allocating at least 10GB to allow plenty of room for any Linux software you download and for updates to Ubuntu itself. Though you are unlikely to use this much space, it is better to be overcautious as it is tricky to put things right if you later find you have underestimated things.
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How does it work?
The key thing to remember is that, unlike most installations of a Linux system, Wubi does not create a disk partition. (This is where your hard drive is split into two different sections so that Windows and Linux are completely separate.) Instead the entire Ubuntu system will be treated by Windows as if it were a program. This makes it very easy to quickly uninstall Ubuntu later on: you simply use the Add/Remove Programs tool in the Windows Control Panel. However, it does have some implications for the way you organize your files, as I will explain in part 2 of this series.
Running Windows and Linux on the same PC: Why & How?
Looking at the options available to you the end user when deciding whether to run with Linux and/or Windows as your operating system of choice.