Want the best of both worlds? No problem, you can have a dual or multi boot system by creating a second hard disk partition (from your live Linux DVD media), install Linux on the newly created second partition and leave Windows fully working and untouched except for a smaller amount of disk space.
When you boot you machine you get the option of which operating system you want to use, you can have as many Linux operating systems as you want on your PC depending on hard disk space. Multi boot is ideal for anyone who wants the security of Linux for day to day work or personal use and if you want to play Windows games or use your all time favourite Windows application, you simply boot into windows. All your data can be shared between Linux and Windows so you can access it regardless of which operating system you are using.
The above works very well but it might not be convenient to reboot everytime you want to use a specific piece of software. Another option is to use virtualbox from Oracle Corporation within Linux then install your legal copy of Windows onto a virtual hard disk, you can then launch your Windows operating system as you would any other software application from the menu, once launched (very fast) you run your Windows software from within it.
Again you can save all data from virtual Windows to the Linux hard disk by default keeping it in one place for backup and access from either operating system, this approach works 100%. Once you have installed all your software on your virtual Windows and set it up to your liking, you can create a back up copy of the virtual disk. When your virtual Windows becomes infected or gets messed up, you simply delete it and copy the backup version down again. This effectively turns Windows into a no worries disposable operating system - perfect! Currently the only limitation of Virtualbox is that it's not really suitable for video resource hungry applications e.g video games and maybe major CAD software which require direct access to your GPU.
You can also run Linux in virtualbox from within Windows, this is an ideal solution if you want to learn more about Linux and try a few distros but are not ready to take the plunge into the world of open source operating systems and software applications. Ideal for experimenting and testing and if you break it, just restore your copy of the original. if you don't like a particular linux distro you simply delete the virtual disk from within Virtualbox - it literally is that simple!
Oracle Virtualbox is available from: https://www.virtualbox.org/ and is available for Linux, OS X, Solaris, and Windows hosts.