re: linux running windows programs. using some emulators and so on, you can run some of your windows programs in linux. it would be a lot better for you though to use alternative programs that handle the same files. for example, instead of photoshop, and paintshop, use GIMP, which is free. and instead of M$ office, and frontpage, use OpenOffice which is free, or staroffice which is cheap.
And re: keeping window sbecause of kazaa, yeah, one of my favourite kazaa features, which you won't get with open source programs is that excellent feature that allows it to send data about you back to MusicCity which they will then sell for a profit...