I installed a dual-boot, and then converted the Linux according to the coLinux wiki, in the section "Converting Distributions".
It's just a matter of adding some devices, editing the gdm.conf and installing XMing on your MS-Windows. Oh yeah. The adding of the hard disks can be VERY tricky if you've partitioned your drive more than once. My Linux partition, even if it's just the 3rd, gets stored in the partition table as the partition #28 :shock:. Took me a while to find it by trial and error :-P